Recession Indicators

Introduction

For one of my machine learning classes we had a project that consumed financial data. I have extended that project to use machine learning to see if an indicator, or predictor, can be found that identifies market tops that occur prior to recessions. Then I use the model to build a trading strategy and backtest it to see how it performs.

Get Economic and Financial Data

Acquiring the data consists of two steps. First the code pulls the data into zoo objects which are then collapsed into a single data frame (df.data). Features are extracted from these series and added to the df.data data frame.

Sample call to pull economic data

Data is pulled from several sources include FRED, yahoo, and Google. The code below shows an example that pulls in the consumer price index (CPI) from the FRED. I pull data using quantmod, Quandl, and some manual extractions stored in spreadsheets.

# Consumer Price Index for All Urban Consumers: All Items
if (bRefresh == TRUE) {
  getSymbols("CPIAUCSL", src = "FRED", auto.assign = TRUE)
}

## [1] "CPIAUCSL"

## [1] "CPIAUCSL"
## [1] "USREC"
## [1] "UNRATE"
## [1] "PCEPI"
## [1] "CCSA"
## [1] "CCNSA"
## [1] "NPPTTL"
## [1] "U6RATE"
## [1] "PAYNSA"
## [1] "TABSHNO"
## [1] "HNONWPDPI"
## [1] "INDPRO"
## [1] "RRSFS"
## [1] "RSALES"
## [1] "W875RX1"
## [1] "RPI"
## [1] "PCOPPUSDM"
## [1] "NOBL"
## [1] "SCHD"
## [1] "PFF"
## [1] "HPI"
## [1] "GSFTX"
## [1] "LFMIX"
## [1] "LFMCX"
## [1] "LFMAX"
## [1] "LCSIX"
## [1] "BSV"
## [1] "VBIRX"
## [1] "BIV"
## [1] "VFSUX"
## [1] "LTUIX"
## [1] "PTTPX"
## [1] "NERYX"
## [1] "STIGX"
## [1] "HLGAX"
## [1] "FTRGX"
## [1] "THIIX"
## [1] "PTTRX"
## [1] "BFIGX"
## [1] "VTWO"
## [1] "EIFAX"
## [1] "ASDAX"

## Warning: ASDAX contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.

## [1] "TRBUX"
## [1] "PRVIX"
## [1] "PRWCX"
## [1] "ADOZX"
## [1] "MERFX"
## [1] "CMNIX"
## [1] "CIHEX"
## [1] "IMPCH"
## [1] "EXPCH"
## [1] "IMPMX"
## [1] "EXPMX"
## [1] "HSN1FNSA"
## [1] "HNFSUSNSA"
## [1] "BUSLOANS"
## [1] "TOTCI"
## [1] "BUSLOANSNSA"
## [1] "REALLNNSA"
## [1] "REALLN"
## [1] "RELACBW027NBOG"
## [1] "RELACBW027SBOG"
## [1] "RREACBM027NBOG"
## [1] "RREACBM027SBOG"
## [1] "RREACBW027SBOG"
## [1] "RREACBW027NBOG"
## [1] "MORTGAGE30US"
## [1] "CONSUMERNSA"
## [1] "TOTLLNSA"
## [1] "DPSACBW027SBOG"
## [1] "DRCLACBS"
## [1] "TOTCINSA"
## [1] "SRPSABSNNCB"
## [1] "ASTLL"
## [1] "FBDILNECA"
## [1] "ASOLAL"
## [1] "ASTMA"
## [1] "ASHMA"
## [1] "ASMRMA"
## [1] "ASCMA"
## [1] "ASFMA"
## [1] "CCLBSHNO"
## [1] "FBDSILQ027S"
## [1] "FBLL"
## [1] "NCBDBIQ027S"
## [1] "DGS10"
## [1] "^TNX"

## Warning: ^TNX contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.

## Warning: CL=F contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.

## [1] "DGS30"
## [1] "DGS1"
## [1] "DGS2"
## [1] "TB3MS"
## [1] "DTB3"
## [1] "^IRX"

## Warning: ^IRX contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.

## [1] "DCOILWTICO"
## [1] "DCOILBRENTEU"
## [1] "NEWORDER"
## [1] "ALTSALES"
## [1] "ICSA"
## [1] "^GSPC"
## [1] "FXAIX"
## [1] "FTIHX"
## [1] "MDIZX"
## [1] "DODIX"
## [1] "^RLG"

## Warning: ^RLG contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.

## [1] "^DJI"
## [1] "^STOXX50E"

## Warning: ^STOXX50E contains missing values. Some functions will not work if
## objects contain missing values in the middle of the series. Consider using
## na.omit(), na.approx(), na.fill(), etc to remove or replace them.

## [1] "EFA"
## [1] "GDP"
## [1] "FNDEFX"
## [1] "FDEFX"
## [1] "GDPNOW"
## [1] "GDPC1"
## [1] "GDPDEF"
## [1] "VIG"
## [1] "WLRRAL"
## [1] "FEDFUNDS"
## [1] "GPDI"
## [1] "W790RC1Q027SBEA"
## [1] "MZMV"
## [1] "M1"
## [1] "M2"
## [1] "OPHNFB"
## [1] "IPMAN"
## [1] "IWD"
## [1] "GS5"
## [1] "PSAVERT"
## [1] "VIXCLS"
## [1] "VXX"
## [1] "HOUST1F"
## [1] "GFDEBTN"
## [1] "HOUST"
## [1] "EXHOSLUSM495S"
## [1] "MSPUS"
## [1] "UMDMNO"
## [1] "DGORDER"
## [1] "CSUSHPINSA"
## [1] "GFDEGDQ188S"
## [1] "FYFSD"
## [1] "FYFSGDA188S"
## [1] "GDX"
## [1] "XLE"
## [1] "GSG"
## [1] "WALCL"
## [1] "OUTMS"
## [1] "MANEMP"
## [1] "PRS30006163"
## [1] "BAMLC0A3CA"
## [1] "AAA"
## [1] "SOFR"
## [1] "SOFRVOL"
## [1] "SOFR99"
## [1] "SOFR75"
## [1] "SOFR25"
## [1] "SOFR1"
## [1] "OBFR"
## [1] "OBFR99"
## [1] "OBFR75"
## [1] "OBFR25"
## [1] "OBFR1"
## [1] "RPONTSYD"
## [1] "IOER"
## [1] "WRESBAL"
## [1] "EXCSRESNW"
## [1] "ECBASSETS"
## [1] "EUNNGDP"
## [1] "CEU0600000007"
## [1] "CURRENCY"
## [1] "WCURRNS"
## [1] "BOGMBASE"
## [1] "PRS88003193"
## [1] "PPIACO"
## [1] "PCUOMFGOMFG"
## [1] "POPTHM"
## [1] "POPTHM"
## [1] "CLF16OV"
## [1] "LNU01000000"
## [1] "LNU03000000"
## [1] "UNEMPLOY"
## [1] "RSAFS"
## [1] "FRGSHPUSM649NCIS"
## [1] "BOPGTB"
## [1] "TERMCBPER24NS"
## [1] "A065RC1A027NBEA"
## [1] "PI"
## [1] "PCE"
## [1] "A053RC1Q027SBEA"
## [1] "CPROFIT"
## [1] "SPY"
## [1] "MDY"
## [1] "EES"
## [1] "IJR"
## [1] "VGSTX"
## [1] "VFINX"
## [1] "VOE"
## [1] "VOT"
## [1] "TMFGX"

## Warning: TMFGX contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.

## [1] "IWM"
## [1] "ONEQ"
## [1] "FSMAX"
## [1] "FXNAX"
## [1] "HAINX"
## [1] "HNACX"
## [1] "VEU"
## [1] "VEIRX"
## [1] "BIL"
## [1] "IVOO"
## [1] "VO"
## [1] "CZA"
## [1] "VYM"
## [1] "ACWI"
## [1] "SLY"
## [1] "QQQ"
## [1] "HYMB"
## [1] "GOLD"
## [1] "BKR"
## [1] "SLB"
## [1] "HAL"
## [1] "IP"
## [1] "PKG"
## [1] "UPS"
## [1] "FDX"
## [1] "T"
## [1] "VZ"

Load up the EIA data

## Warning in .getMonEIA(ID, key = key): NAs introduced by coercion

## Warning in .getMonEIA(ID, key = key): NAs introduced by coercion

Load rig count data

The Baker Hughes rig count numbers

USDA data

Loading in farm data

## Warning in read_fun(path = enc2native(normalizePath(path)), sheet_i = sheet, :
## Expecting numeric in E3 / R3C5: got a date

## New names:
## * `` -> ...1
## * `` -> ...2
## * `` -> ...3
## * `` -> ...4
## * `` -> ...5
## * ...

## Warning: NAs introduced by coercion

Loading in Silverblatt’s S&P 500 spreadsheet starting with the quarterly data.

## New names:
## * `` -> ...2
## * `` -> ...3
## * `` -> ...5
## * `` -> ...6
## * `` -> ...7

Now load in the estimates

## New names:
## * `` -> ...2
## * `` -> ...3
## * `` -> ...4
## * `` -> ...5
## * `` -> ...6
## * ...

Covid 19 Data

Get the Covid-19 data from JHU

## Rows: 847740 Columns: 15
## -- Column specification ------------------------------------------------------------------------------------------------
## Delimiter: ","
## chr  (8): province, country, type, iso2, iso3, combined_key, continent_name,...
## dbl  (6): lat, long, cases, uid, code3, population
## date (1): date
## 
## i Use `spec()` to retrieve the full column specification for this data.
## i Specify the column types or set `show_col_types = FALSE` to quiet this message.
## Downloading GitHub repo RamiKrispin/coronavirus@master

##   
  
  
v  checking for file 'C:\Users\Rainy\AppData\Local\Temp\Rtmp6roImC\remotes1040315633ac\RamiKrispin-coronavirus-f4f6903/DESCRIPTION'
## 
  
  
  
-  preparing 'coronavirus': (1.4s)
##    checking DESCRIPTION meta-information ...
  
   checking DESCRIPTION meta-information ... 
  
v  checking DESCRIPTION meta-information
## 
  
  
  
-  checking for LF line-endings in source and make files and shell scripts (360ms)
## 
  
-  checking for empty or unneeded directories
## 
  
  
  
-  building 'coronavirus_0.3.32.tar.gz'
## 
  
   
## 

## Caught an warning!

## <simpleWarning: package 'coronavirus' is in use and will not be installed>

## `summarise()` has grouped output by 'country'. You can override using the
## `.groups` argument.

## Warning: Removed 3 row(s) containing missing values (geom_path).

Feature Extraction

With the raw data downloaded, some of the interesting features can be extracted. The first step is reconcile the time intervals. Some of the data is released monthly and some daily. I chose to interpolate all data to a daily interval. The first section of code adds the daily rows to the dataframe.

The code performs interpolation for continuous data or carries it forward for binary data like the recession indicators.

source("calcInterpolate.r")
df.data <- calcInterpolate(df.symbols)

## Warning in merge.xts(xtsData, get(df.symbols$string.symbol[idx])): NAs
## introduced by coercion

Truncate data

Create aggregate series

Some analysis requires that two or more series be combined. For example, normallizing debt by GDP to get a sense of the proportion of debt to the total economy helps understand the debt cycle.

Year over year, smoothed derivative, and log trends tend to smooth out seasonal variation. It gets used so often that I do this for every series downloaded.

source("calcFeatures.r")
lst.df <- calcFeatures(df.data, df.symbols)

## [1] "USREC has zero or negative values. Log series will be zero."
## [1] "GSFTX.Volume has zero or negative values. Log series will be zero."
## [1] "LFMIX.Volume has zero or negative values. Log series will be zero."
## [1] "LFMCX.Volume has zero or negative values. Log series will be zero."
## [1] "LFMAX.Volume has zero or negative values. Log series will be zero."
## [1] "LCSIX.Volume has zero or negative values. Log series will be zero."
## [1] "VBIRX.Volume has zero or negative values. Log series will be zero."
## [1] "VFSUX.Volume has zero or negative values. Log series will be zero."
## [1] "LTUIX.Volume has zero or negative values. Log series will be zero."
## [1] "PTTPX.Volume has zero or negative values. Log series will be zero."
## [1] "NERYX.Volume has zero or negative values. Log series will be zero."
## [1] "STIGX.Volume has zero or negative values. Log series will be zero."
## [1] "HLGAX.Volume has zero or negative values. Log series will be zero."
## [1] "FTRGX.Volume has zero or negative values. Log series will be zero."
## [1] "THIIX.Volume has zero or negative values. Log series will be zero."
## [1] "PTTRX.Volume has zero or negative values. Log series will be zero."
## [1] "BFIGX.Volume has zero or negative values. Log series will be zero."
## [1] "EIFAX.Volume has zero or negative values. Log series will be zero."
## [1] "ASDAX.Volume has zero or negative values. Log series will be zero."
## [1] "TRBUX.Volume has zero or negative values. Log series will be zero."
## [1] "PRVIX.Volume has zero or negative values. Log series will be zero."
## [1] "PRWCX.Volume has zero or negative values. Log series will be zero."
## [1] "ADOZX.Volume has zero or negative values. Log series will be zero."
## [1] "MERFX.Volume has zero or negative values. Log series will be zero."
## [1] "CMNIX.Volume has zero or negative values. Log series will be zero."
## [1] "CIHEX.Volume has zero or negative values. Log series will be zero."
## [1] "SRPSABSNNCB has zero or negative values. Log series will be zero."
## [1] "TNX.Volume has zero or negative values. Log series will be zero."
## [1] "CLF.Open has zero or negative values. Log series will be zero."
## [1] "CLF.Low has zero or negative values. Log series will be zero."
## [1] "CLF.Close has zero or negative values. Log series will be zero."
## [1] "CLF.Volume has zero or negative values. Log series will be zero."
## [1] "CLF.Adjusted has zero or negative values. Log series will be zero."
## [1] "DTB3 has zero or negative values. Log series will be zero."
## [1] "IRX.Open has zero or negative values. Log series will be zero."
## [1] "IRX.High has zero or negative values. Log series will be zero."
## [1] "IRX.Low has zero or negative values. Log series will be zero."
## [1] "IRX.Close has zero or negative values. Log series will be zero."
## [1] "IRX.Volume has zero or negative values. Log series will be zero."
## [1] "IRX.Adjusted has zero or negative values. Log series will be zero."
## [1] "DCOILWTICO has zero or negative values. Log series will be zero."
## [1] "FXAIX.Volume has zero or negative values. Log series will be zero."
## [1] "FTIHX.Volume has zero or negative values. Log series will be zero."
## [1] "MDIZX.Volume has zero or negative values. Log series will be zero."
## [1] "DODIX.Volume has zero or negative values. Log series will be zero."
## [1] "RLG.Volume has zero or negative values. Log series will be zero."
## [1] "STOXX50E.Volume has zero or negative values. Log series will be zero."
## [1] "GDPNOW has zero or negative values. Log series will be zero."
## [1] "W790RC1Q027SBEA has zero or negative values. Log series will be zero."
## [1] "VXX.Volume has zero or negative values. Log series will be zero."
## [1] "FYFSD has zero or negative values. Log series will be zero."
## [1] "FYFSGDA188S has zero or negative values. Log series will be zero."
## [1] "SOFR25 has zero or negative values. Log series will be zero."
## [1] "SOFR1 has zero or negative values. Log series will be zero."
## [1] "RPONTSYD has zero or negative values. Log series will be zero."
## [1] "BOPGTB has zero or negative values. Log series will be zero."
## [1] "EES.Volume has zero or negative values. Log series will be zero."
## [1] "VGSTX.Volume has zero or negative values. Log series will be zero."
## [1] "VFINX.Volume has zero or negative values. Log series will be zero."
## [1] "TMFGX.Volume has zero or negative values. Log series will be zero."
## [1] "FSMAX.Volume has zero or negative values. Log series will be zero."
## [1] "FXNAX.Volume has zero or negative values. Log series will be zero."
## [1] "HAINX.Volume has zero or negative values. Log series will be zero."
## [1] "HNACX.Volume has zero or negative values. Log series will be zero."
## [1] "VEIRX.Volume has zero or negative values. Log series will be zero."
## [1] "IVOO.Volume has zero or negative values. Log series will be zero."
## [1] "VO.Volume has zero or negative values. Log series will be zero."
## [1] "CZA.Volume has zero or negative values. Log series will be zero."
## [1] "SLY.Volume has zero or negative values. Log series will be zero."
## [1] "HYMB.Volume has zero or negative values. Log series will be zero."
## [1] "GOLD.Open has zero or negative values. Log series will be zero."
## [1] "GOLD.Volume has zero or negative values. Log series will be zero."
## [1] "BKR.Open has zero or negative values. Log series will be zero."
## [1] "BKR.Volume has zero or negative values. Log series will be zero."
## [1] "HAL.Open has zero or negative values. Log series will be zero."
## [1] "HAL.Volume has zero or negative values. Log series will be zero."
## [1] "IP.Open has zero or negative values. Log series will be zero."
## [1] "T.Open has zero or negative values. Log series will be zero."
## [1] "OPEARNINGSPERSHARE has zero or negative values. Log series will be zero."
## [1] "AREARNINGSPERSHARE has zero or negative values. Log series will be zero."
## [1] "OCCEquityVolume has zero or negative values. Log series will be zero."
## [1] "OCCNonEquityVolume has zero or negative values. Log series will be zero."
## [1] "BUSLOANS.minus.BUSLOANSNSA has zero or negative values. Log series will be zero."
## [1] "BUSLOANS.minus.BUSLOANSNSA.by.GDP has zero or negative values. Log series will be zero."
## [1] "EXPCH.minus.IMPCH has zero or negative values. Log series will be zero."
## [1] "EXPMX.minus.IMPMX has zero or negative values. Log series will be zero."
## [1] "SRPSABSNNCB.by.GDP has zero or negative values. Log series will be zero."
## [1] "DGS30TO10 has zero or negative values. Log series will be zero."
## [1] "DGS10TO1 has zero or negative values. Log series will be zero."
## [1] "DGS10TO2 has zero or negative values. Log series will be zero."
## [1] "DGS10TOTB3MS has zero or negative values. Log series will be zero."
## [1] "DGS10TODTB3 has zero or negative values. Log series will be zero."
## [1] "DCOILWTICO.by.PPIACO has zero or negative values. Log series will be zero."
## [1] "GSPC.DailySwing has zero or negative values. Log series will be zero."

df.data <- lst.df[[1]]
df.symbols <- lst.df[[2]]

Recession calculations

Summary calculations

These values are used below

Conclusion

In this worksheet a model predicting the onset of recession was built. From the model a trading rule was derived to allow backtesting. The model performed well and the trading rule backtesting showed that applying this in the post-WWII period would have resulted in an increase in returns. That is not too bad, but there are a few changes that would likely improve the model:

• Go long on short term bonds, rather than just roll out of the market. That way at least some returns would be generated during recessions.
• Refine the recession indicator.

Market Conditions

#The model is predicting a `r paste(sprintf("%3.0f", tail(df.data$recession.initiation.smooth.avg,1)[[1]]*100), "%", sep="")` chance of recession in the next 12 months. :

#- P/E ratio of `r sprintf("%3.2f", tail(df.data$MULTPLSP500PERATIOMONTH,1))` compares to a historical mean value over the last decade of `r sprintf("%3.2f", df.data$MULTPLSP500PERATIOMONTH_Mean[1])`. Since 2008 recession P/E has only fallen below historical norm a few times. The current value is high, but well off the peaks. If earnings are +2-4% year-over-year then it is not unrealistic.

As of Feb 2020 we have entered a recession as defined by the NBER yet the market continues to rise.

P/E ratio of 18.12 compares to a historical mean value over the last decade of 18.63. Since 2008 recession P/E has only fallen below historical norm a few times. The current value is high, but well off the peaks. If earnings are +2-4% year-over-year then it is not unrealistic.

• S&P 500 Volume, last updated on 2022-10-12, is flat over the last year and negative over the last month.

Unemployment

• Headline unemployment (U-3) stands at 3.50% (last updated on 2022-09-01) which is near the 1-year average of 3.72% and rising with respect to the low in the last twelve months of 3.50%. Unlikely the rate will drop again.

• Payrolls (BLS data, NSA) year-over-year stands at 2.30% which is above the 1-year average of 4.20% and falling with respect to the peak, in the last twelve months, of 4.93%.

• Jobless claims (ICSA data) year-over-year stands at -27.39% (last updated on 2022-10-08) which is in-line with the 1-year average of -58.34% and below the peak, in the last twelve months, of -27.39%.

## Warning: Removed 1 rows containing missing values (geom_text).

## Warning: Removed 1 rows containing missing values (geom_hline).

Personal Income

• Real personal income year over year growth stands at -0.24% (last updated on 2022-08-01). This is below the recent peak of 2.39%.

Yield Curve and Bond Market

• The 10-year to 3-month yield stands at 0.40% (last updated on 2022-10-11). This is above the recent low of 0.12%. The trend is negative over the last year and positive over the last month.

• Auto sales flat?

Auxillary Series

I explored additional data series. The sections below have those data series along with comments.

Recent Highs

Print out the new 180 day high values

df.symbolsTrue <-
  df.symbols[df.symbols$'Max180' == TRUE, c("string.symbol", "string.description")]
df.symbolsTrue <-
  df.symbolsTrue[!(is.na(df.symbolsTrue$string.symbol)), ]
df.symbolsTrue <-
  df.symbolsTrue[!(df.symbolsTrue$string.symbol == 'USREC'), ]
#print(head(df.symbolsTrue,20))

kable(df.symbolsTrue, caption = "6-Month High") %>%
  kable_styling(bootstrap_options = c("striped", "hover"))  

6-Month High

	string.symbol	string.description
1	CPIAUCSL	Consumer Price Index for All Urban Consumers: All Items
4	PCEPI	Personal Consumption Expenditures: Chain-type Price Index
7	NPPTTL	Total Nonfarm Private Payroll Employment (ADP)
9	PAYNSA	All Employees: Total Nonfarm Payrolls (NSA)
10	TABSHNO	Households and nonprofit organizations; total assets, Level
11	HNONWPDPI	Household Net Worth, percent Dispsable Income
14	RSALES	Real Retail Sales (DISCONTINUED)
15	W875RX1	Real personal income excluding current transfer receipts
16	RPI	Real personal income
50	IMPCH	U.S. Imports of Goods by Customs Basis from China (Monthly, NSA)
51	EXPCH	U.S. Exports of Goods by F.A.S. Basis to China, Mainland (Monthly, NSA)
52	IMPMX	U.S. Imports of Goods by Customs Basis from Mexico (Monthly, NSA)
53	EXPMX	U.S. Exports of Goods by F.A.S. Basis to Mexico (Monthly, NSA)
55	HNFSUSNSA	New One Family Houses for Sale in the United States (Monthly, NSA)
56	BUSLOANS	Commercial and Industrial Loans, All Commercial Banks (Monthly, SA)
57	TOTCI	Commercial and Industrial Loans, All Commercial Banks (Weekly, SA)
58	BUSLOANSNSA	Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA)
59	REALLNNSA	Real Estate Loans, All Commercial Banks (Monthly, NSA)
60	REALLN	Real Estate Loans, All Commercial Banks (Monthly, SA)
61	RELACBW027NBOG	Real Estate Loans, All Commercial Banks (Weekly, NSA)
62	RELACBW027SBOG	Real Estate Loans, All Commercial Banks (Weekly, SA)
63	RREACBM027NBOG	Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA)
64	RREACBM027SBOG	Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA)
65	RREACBW027SBOG	Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA)
66	RREACBW027NBOG	Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA)
68	CONSUMERNSA	Consumer Loans, All Commercial Banks
69	TOTLLNSA	Loans and Leases in Bank Credit, All Commercial Banks
71	DRCLACBS	Delinquency Rate on Consumer Loans, All Commercial Banks, SA
73	SRPSABSNNCB	Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA)
74	ASTLL	All sectors; total loans; liability, Level (NSA)
75	FBDILNECA	Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA)
76	ASOLAL	All sectors; other loans and advances; liability, Level (NSA)
77	ASTMA	All sectors; total mortgages; asset, Level (NSA)
78	ASHMA	All sectors; home mortgages; asset, Level (NSA)
79	ASMRMA	All sectors; multifamily residential mortgages; asset, Level (NSA)
80	ASCMA	All sectors; commercial mortgages; asset, Level (NSA)
81	ASFMA	All sectors; farm mortgages; asset, Level (NSA)
82	CCLBSHNO	Households and nonprofit organizations; consumer credit; liability, Level (NSA)
83	FBDSILQ027S	Domestic financial sectors debt securities; liability, Level (NSA)
84	FBLL	Domestic financial sectors loans; liability, Level (NSA)
85	NCBDBIQ027S	Nonfinancial corporate business; debt securities; liability, Level
89	DGS30	10-Year Treasury Constant Maturity Rate
90	DGS1	1-Year Treasury Constant Maturity Rate
91	DGS2	2-Year Treasury Constant Maturity Rate
92	TB3MS	3-Month Treasury Bill: Secondary Market Rate (Monthly)
93	DTB3	3-Month Treasury Bill: Secondary Market Rate (Daily)
97	NEWORDER	Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft
98	ALTSALES	Light Weight Vehicle Sales: Autos and Light Trucks
109	GDP	Gross Domestic Product
110	FNDEFX	Federal Government: Nondefense Consumption Expenditures and Gross Investment (SA, Annual Rate)
111	FDEFX	Federal Government: National Defense Consumption Expenditures and Gross Investment (SA, Annual Rate)
112	GDPNOW	Fed Atlanta GDPNow
113	GDPC1	Real Gross Domestic Product
114	GDPDEF	Gross Domestic Product: Implicit Price Deflator
117	FEDFUNDS	Effective Federal Funds Rate
118	GPDI	Gross Private Domestic Investment
119	W790RC1Q027SBEA	Net domestic investment: Private: Domestic busines
120	MZMV	Velocity of MZM Money Stock
121	M1	M1 Money Stock
122	M2	M2 Money Stock
123	OPHNFB	Nonfarm Business Sector: Real Output Per Hour of All Persons
126	GS5	5-Year Treasury Constant Maturity Rate
131	GFDEBTN	Federal Debt: Total Public Debt
134	MSPUS	Median Sales Price of Houses Sold for the United States (NSA)
138	GFDEGDQ188S	Federal Debt: Total Public Debt as Percent of Gross Domestic Product
139	FYFSD	Federal Surplus or Deficit
140	FYFSGDA188S	Federal Surplus or Deficit [-] as Percent of Gross Domestic Product
145	OUTMS	Manufacturing Sector: Real Output
146	MANEMP	All Employees: Manufacturing
147	PRS30006163	Manufacturing Sector: Real Output Per Person
148	BAMLC0A3CA	ICE BofAML US Corporate A Option-Adjusted Spread
149	AAA	Moody’s Seasoned Aaa Corporate Bond Yield
152	SOFR99	Secured Overnight Financing Rate: 99th Percentile
154	SOFR25	Secured Overnight Financing Rate: 25th Percentile
155	SOFR1	Secured Overnight Financing Rate: 1st Percentile
156	OBFR	Overnight Bank Funding Rate
158	OBFR75	Overnight Bank Funding Rate: 75th Percentile
159	OBFR25	Overnight Bank Funding Rate: 25th Percentile
160	OBFR1	Overnight Bank Funding Rate: 1st Percentile
162	IOER	Interest Rate on Excess Reserves
164	EXCSRESNW	Excess Reserves of Depository Institutions
165	ECBASSETS	Central Bank Assets for Euro Area (11-19 Countries)
166	EUNNGDP	Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries)
167	CEU0600000007	Average Weekly Hours of Production and Nonsupervisory Employees: Goods-Producing
168	CURRENCY	Currency Component of M1 (Seasonally Adjusted)
169	WCURRNS	Currency Component of M1
171	PRS88003193	Nonfinancial Corporations Sector: Unit Profits
174	POPTHM	Population (U.S.)
175	POPTHM	Population (U.S.)
181	FRGSHPUSM649NCIS	Cass Freight Index: Shipments
182	BOPGTB	Trade Balance: Goods, Balance of Payments Basis (SA)
183	TERMCBPER24NS	Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan
184	A065RC1A027NBEA	Personal income (NSA)
185	PI	Personal income (SA)
186	PCE	Personal Consumption Expenditures (SA)
187	A053RC1Q027SBEA	National income: Corporate profits before tax (without IVA and CCAdj)
188	CPROFIT	Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj)
225	ISMMANPMI	Institute of Supply Managment PMI Composite Index
227	MULTPLSP500SALESQUARTER	S&P 500 TTM Sales (Not Inflation Adjusted)
230	CHRISCMEHG1	Copper Futures, Continuous Contract #1 (HG1) (Front Month)
231	WWDIWLDISAIRGOODMTK1	Air transport, freight
233	PETA103600001M	U.S. Total Gasoline Retail Sales by Refiners, Monthly
234	PETA123600001M	U.S. Regular Gasoline Retail Sales by Refiners, Monthly
235	PETA143B00001M	U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly
236	PETA133B00001M	U.S. Premium Gasoline Bulk Sales (Volume) by Refiners, Monthly
237	TOTALOGNRPUSM	Crude Oil and Natural Gas Rotary Rigs in Operation, Total, Monthly
238	TOTALPANRPUSM	Crude Oil Rotary Rigs in Operation, Monthly
239	TOTALNGNRPUSM	Natural Gas Rotary Rigs in Operation, Monthly
240	BKRTotal	Total Rig Count
241	BKRGas	Gas Rig Count
242	BKROil	Oil Rig Count
243	FARMINCOME	Net Farm Income
244	OPEARNINGSPERSHARE	Operating Earnings per Share
245	AREARNINGSPERSHARE	As-Reported Earnings per Share
246	CASHDIVIDENDSPERSHR	Cash Dividends per Share
247	SALESPERSHR	Sales per Share
248	BOOKVALPERSHR	Book value per Share
249	CAPEXPERSHR	Cap ex per Share
250	PRICE	Price
251	OPEARNINGSTTM	TTM Operating Earnings
252	AREARNINGSTTM	TTM Reported Earnings
253	FINRAMarginDebt	Margin Debt
254	FINRAFreeCreditMargin	Free Credit Balances in Customers’ Securities Margin Accounts
255	OCCEquityVolume	Equity Options Volume
256	OCCNonEquityVolume	Non-Equity Options Volume
258	BUSLOANS.minus.BUSLOANSNSA	Business Loans (Montlhy) SA - NSA
259	BUSLOANS.minus.BUSLOANSNSA.by.GDP	Business Loans (Montlhy) SA - NSA divided by GDP
260	BUSLOANS.by.GDP	Business Loans Normalized by GDP
263	BUSLOANSNSA.by.GDP	Business Loans Normalized by GDP
264	TOTCI.by.GDP	Business Loans (Weekly, SA) Normalized by GDP
268	W875RX1.by.GDP	Real Personal Income Normalized by GDP
269	A065RC1A027NBEA.by.GDP	Personal Income (NSA) Normalized by GDP
270	PI.by.GDP	Personal Income (SA) Normalized by GDP
271	A053RC1Q027SBEA.by.GDP	National income: Corporate profits before tax (without IVA and CCAdj) Normalized by GDP
272	CPROFIT.by.GDP	National income: Corporate profits before tax (with IVA and CCAdj) Normalized by GDP
273	CONSUMERNSA.by.GDP	Consumer Loans Not Seasonally Adjusted divided by GDP
274	RREACBM027NBOG.by.GDP	Residental Real Estate Loans (Monthly, NSA) divided by GDP
275	RREACBM027SBOG.by.GDP	Residental Real Estate Loans (Monthly, SA) divided by GDP
276	RREACBW027SBOG.by.GDP	Residental Real Estate Loans (Weekly, SA) divided by GDP
277	RREACBW027NBOG.by.GDP	Residental Real Estate Loans (Weekly, NSA) divided by GDP
280	ASHMA.by.GDP	Home Mortgages (Quarterly, NSA) divided by GDP
283	CONSUMERNSA.INTEREST	Consumer Loans (Not Seasonally Adjusted) Interest Burdens
284	CONSUMERNSA.INTEREST.by.GDP	Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP
285	TOTLNNSA	Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA)
286	TOTLNNSA.by.GDP	Total Loans Not Seasonally Adjusted divided by GDP
290	EXCSRESNW.by.GDP	Excess Reserves of Depository Institutions Divided by GDP
295	SRPSABSNNCB.by.GDP	Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP
296	ASTLL.by.GDP	All sectors; total loans; liability, Level (NSA) Divided by GDP
297	ASFMA.by.GDP	All sectors; farm mortgages; asset, Level (NSA) Divided by GDP
298	ASFMA.by.ASTLL	All sectors; total loans Divided by farm mortgages
301	FARMINCOME.by.GDP	Farm Income (Annual, NSA) Divided by GDP
304	ECBASSETS.by.EUNNGDP	Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP
322	GDP.by.GDPDEF	Nominal GDP Normalized by GDP def
335	MSPUS.times.HNFSUSNSA	New privately owned 1-family units for sale times median price
344	CPIAUCSL_Log	Log of Consumer Price Index for All Urban Consumers: All Items
345	CPIAUCSL_mva365	Consumer Price Index for All Urban Consumers: All Items 365 Day MA
346	CPIAUCSL_mva200	Consumer Price Index for All Urban Consumers: All Items 200 Day MA
347	CPIAUCSL_mva050	Consumer Price Index for All Urban Consumers: All Items 50 Day MA
348	USREC_YoY	NBER based Recession Indicators Year over Year
349	USREC_YoY4	NBER based Recession Indicators 4 Year over 4 Year
350	USREC_YoY5	NBER based Recession Indicators 5 Year over 5 Year
351	USREC_Smooth	Savitsky-Golay Smoothed (p=3, n=365) NBER based Recession Indicators
352	USREC_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15) NBER based Recession Indicators
353	USREC_SmoothDer	Derivative of Smoothed NBER based Recession Indicators
354	USREC_Log	Log of NBER based Recession Indicators
355	USREC_mva365	NBER based Recession Indicators 365 Day MA
356	USREC_mva200	NBER based Recession Indicators 200 Day MA
357	USREC_mva050	NBER based Recession Indicators 50 Day MA
358	UNRATE_YoY	Civilian Unemployment Rate U-3 Year over Year
374	PCEPI_Log	Log of Personal Consumption Expenditures: Chain-type Price Index
375	PCEPI_mva365	Personal Consumption Expenditures: Chain-type Price Index 365 Day MA
376	PCEPI_mva200	Personal Consumption Expenditures: Chain-type Price Index 200 Day MA
377	PCEPI_mva050	Personal Consumption Expenditures: Chain-type Price Index 50 Day MA
378	CCSA_YoY	Continued Claims (Insured Unemployment) Year over Year
383	CCSA_SmoothDer	Derivative of Smoothed Continued Claims (Insured Unemployment)
388	CCNSA_YoY	Continued Claims (Insured Unemployment, NSA) Year over Year
404	NPPTTL_Log	Log of Total Nonfarm Private Payroll Employment (ADP)
405	NPPTTL_mva365	Total Nonfarm Private Payroll Employment (ADP) 365 Day MA
406	NPPTTL_mva200	Total Nonfarm Private Payroll Employment (ADP) 200 Day MA
407	NPPTTL_mva050	Total Nonfarm Private Payroll Employment (ADP) 50 Day MA
408	U6RATE_YoY	Total unemployed + margin + part-time U-6 Year over Year
423	PAYNSA_SmoothDer	Derivative of Smoothed All Employees: Total Nonfarm Payrolls (NSA)
424	PAYNSA_Log	Log of All Employees: Total Nonfarm Payrolls (NSA)
425	PAYNSA_mva365	All Employees: Total Nonfarm Payrolls (NSA) 365 Day MA
426	PAYNSA_mva200	All Employees: Total Nonfarm Payrolls (NSA) 200 Day MA
427	PAYNSA_mva050	All Employees: Total Nonfarm Payrolls (NSA) 50 Day MA
431	TABSHNO_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Households and nonprofit organizations; total assets, Level
433	TABSHNO_SmoothDer	Derivative of Smoothed Households and nonprofit organizations; total assets, Level
434	TABSHNO_Log	Log of Households and nonprofit organizations; total assets, Level
441	HNONWPDPI_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Household Net Worth, percent Dispsable Income
443	HNONWPDPI_SmoothDer	Derivative of Smoothed Household Net Worth, percent Dispsable Income
444	HNONWPDPI_Log	Log of Household Net Worth, percent Dispsable Income
455	INDPRO_mva365	Industrial Production Index 365 Day MA
456	INDPRO_mva200	Industrial Production Index 200 Day MA
468	RSALES_YoY	Real Retail Sales (DISCONTINUED) Year over Year
469	RSALES_YoY4	Real Retail Sales (DISCONTINUED) 4 Year over 4 Year
470	RSALES_YoY5	Real Retail Sales (DISCONTINUED) 5 Year over 5 Year
474	RSALES_Log	Log of Real Retail Sales (DISCONTINUED)
475	RSALES_mva365	Real Retail Sales (DISCONTINUED) 365 Day MA
476	RSALES_mva200	Real Retail Sales (DISCONTINUED) 200 Day MA
477	RSALES_mva050	Real Retail Sales (DISCONTINUED) 50 Day MA
481	W875RX1_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Real personal income excluding current transfer receipts
483	W875RX1_SmoothDer	Derivative of Smoothed Real personal income excluding current transfer receipts
484	W875RX1_Log	Log of Real personal income excluding current transfer receipts
487	W875RX1_mva050	Real personal income excluding current transfer receipts 50 Day MA
491	RPI_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Real personal income
493	RPI_SmoothDer	Derivative of Smoothed Real personal income
494	RPI_Log	Log of Real personal income
497	RPI_mva050	Real personal income 50 Day MA
555	NOBL.Volume_mva365	365 Day MA
611	SCHD.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
615	SCHD.Volume_mva365	365 Day MA
633	PFF.Open_SmoothDer	Derivative of Smoothed
643	PFF.High_SmoothDer	Derivative of Smoothed
653	PFF.Low_SmoothDer	Derivative of Smoothed
663	PFF.Close_SmoothDer	Derivative of Smoothed
673	PFF.Volume_SmoothDer	Derivative of Smoothed
683	PFF.Adjusted_SmoothDer	Derivative of Smoothed
693	HPI.Open_SmoothDer	Derivative of Smoothed
703	HPI.High_SmoothDer	Derivative of Smoothed
713	HPI.Low_SmoothDer	Derivative of Smoothed
723	HPI.Close_SmoothDer	Derivative of Smoothed
735	HPI.Volume_mva365	365 Day MA
743	HPI.Adjusted_SmoothDer	Derivative of Smoothed
788	GSFTX.Volume_YoY	Year over Year
789	GSFTX.Volume_YoY4	4 Year over 4 Year
790	GSFTX.Volume_YoY5	5 Year over 5 Year
791	GSFTX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
792	GSFTX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
793	GSFTX.Volume_SmoothDer	Derivative of Smoothed
794	GSFTX.Volume_Log	Log of
795	GSFTX.Volume_mva365	365 Day MA
796	GSFTX.Volume_mva200	200 Day MA
797	GSFTX.Volume_mva050	50 Day MA
815	LFMIX.Open_mva365	365 Day MA
816	LFMIX.Open_mva200	200 Day MA
817	LFMIX.Open_mva050	50 Day MA
825	LFMIX.High_mva365	365 Day MA
826	LFMIX.High_mva200	200 Day MA
827	LFMIX.High_mva050	50 Day MA
835	LFMIX.Low_mva365	365 Day MA
836	LFMIX.Low_mva200	200 Day MA
837	LFMIX.Low_mva050	50 Day MA
845	LFMIX.Close_mva365	365 Day MA
846	LFMIX.Close_mva200	200 Day MA
847	LFMIX.Close_mva050	50 Day MA
848	LFMIX.Volume_YoY	Year over Year
849	LFMIX.Volume_YoY4	4 Year over 4 Year
850	LFMIX.Volume_YoY5	5 Year over 5 Year
851	LFMIX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
852	LFMIX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
853	LFMIX.Volume_SmoothDer	Derivative of Smoothed
854	LFMIX.Volume_Log	Log of
855	LFMIX.Volume_mva365	365 Day MA
856	LFMIX.Volume_mva200	200 Day MA
857	LFMIX.Volume_mva050	50 Day MA
865	LFMIX.Adjusted_mva365	365 Day MA
866	LFMIX.Adjusted_mva200	200 Day MA
867	LFMIX.Adjusted_mva050	50 Day MA
875	LFMCX.Open_mva365	365 Day MA
876	LFMCX.Open_mva200	200 Day MA
877	LFMCX.Open_mva050	50 Day MA
885	LFMCX.High_mva365	365 Day MA
886	LFMCX.High_mva200	200 Day MA
887	LFMCX.High_mva050	50 Day MA
895	LFMCX.Low_mva365	365 Day MA
896	LFMCX.Low_mva200	200 Day MA
897	LFMCX.Low_mva050	50 Day MA
905	LFMCX.Close_mva365	365 Day MA
906	LFMCX.Close_mva200	200 Day MA
907	LFMCX.Close_mva050	50 Day MA
908	LFMCX.Volume_YoY	Year over Year
909	LFMCX.Volume_YoY4	4 Year over 4 Year
910	LFMCX.Volume_YoY5	5 Year over 5 Year
911	LFMCX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
912	LFMCX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
913	LFMCX.Volume_SmoothDer	Derivative of Smoothed
914	LFMCX.Volume_Log	Log of
915	LFMCX.Volume_mva365	365 Day MA
916	LFMCX.Volume_mva200	200 Day MA
917	LFMCX.Volume_mva050	50 Day MA
925	LFMCX.Adjusted_mva365	365 Day MA
926	LFMCX.Adjusted_mva200	200 Day MA
927	LFMCX.Adjusted_mva050	50 Day MA
935	LFMAX.Open_mva365	365 Day MA
936	LFMAX.Open_mva200	200 Day MA
937	LFMAX.Open_mva050	50 Day MA
945	LFMAX.High_mva365	365 Day MA
946	LFMAX.High_mva200	200 Day MA
947	LFMAX.High_mva050	50 Day MA
955	LFMAX.Low_mva365	365 Day MA
956	LFMAX.Low_mva200	200 Day MA
957	LFMAX.Low_mva050	50 Day MA
965	LFMAX.Close_mva365	365 Day MA
966	LFMAX.Close_mva200	200 Day MA
967	LFMAX.Close_mva050	50 Day MA
968	LFMAX.Volume_YoY	Year over Year
969	LFMAX.Volume_YoY4	4 Year over 4 Year
970	LFMAX.Volume_YoY5	5 Year over 5 Year
971	LFMAX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
972	LFMAX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
973	LFMAX.Volume_SmoothDer	Derivative of Smoothed
974	LFMAX.Volume_Log	Log of
975	LFMAX.Volume_mva365	365 Day MA
976	LFMAX.Volume_mva200	200 Day MA
977	LFMAX.Volume_mva050	50 Day MA
985	LFMAX.Adjusted_mva365	365 Day MA
986	LFMAX.Adjusted_mva200	200 Day MA
987	LFMAX.Adjusted_mva050	50 Day MA
993	LCSIX.Open_SmoothDer	Derivative of Smoothed
1003	LCSIX.High_SmoothDer	Derivative of Smoothed
1013	LCSIX.Low_SmoothDer	Derivative of Smoothed
1023	LCSIX.Close_SmoothDer	Derivative of Smoothed
1028	LCSIX.Volume_YoY	Year over Year
1029	LCSIX.Volume_YoY4	4 Year over 4 Year
1030	LCSIX.Volume_YoY5	5 Year over 5 Year
1031	LCSIX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1032	LCSIX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1033	LCSIX.Volume_SmoothDer	Derivative of Smoothed
1034	LCSIX.Volume_Log	Log of
1035	LCSIX.Volume_mva365	365 Day MA
1036	LCSIX.Volume_mva200	200 Day MA
1037	LCSIX.Volume_mva050	50 Day MA
1045	LCSIX.Adjusted_mva365	365 Day MA
1053	BSV.Open_SmoothDer	Derivative of Smoothed
1063	BSV.High_SmoothDer	Derivative of Smoothed
1073	BSV.Low_SmoothDer	Derivative of Smoothed
1083	BSV.Close_SmoothDer	Derivative of Smoothed
1103	BSV.Adjusted_SmoothDer	Derivative of Smoothed
1113	VBIRX.Open_SmoothDer	Derivative of Smoothed
1123	VBIRX.High_SmoothDer	Derivative of Smoothed
1133	VBIRX.Low_SmoothDer	Derivative of Smoothed
1143	VBIRX.Close_SmoothDer	Derivative of Smoothed
1148	VBIRX.Volume_YoY	Year over Year
1149	VBIRX.Volume_YoY4	4 Year over 4 Year
1150	VBIRX.Volume_YoY5	5 Year over 5 Year
1151	VBIRX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1152	VBIRX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1153	VBIRX.Volume_SmoothDer	Derivative of Smoothed
1154	VBIRX.Volume_Log	Log of
1155	VBIRX.Volume_mva365	365 Day MA
1156	VBIRX.Volume_mva200	200 Day MA
1157	VBIRX.Volume_mva050	50 Day MA
1163	VBIRX.Adjusted_SmoothDer	Derivative of Smoothed
1173	BIV.Open_SmoothDer	Derivative of Smoothed
1183	BIV.High_SmoothDer	Derivative of Smoothed
1193	BIV.Low_SmoothDer	Derivative of Smoothed
1203	BIV.Close_SmoothDer	Derivative of Smoothed
1223	BIV.Adjusted_SmoothDer	Derivative of Smoothed
1233	VFSUX.Open_SmoothDer	Derivative of Smoothed
1243	VFSUX.High_SmoothDer	Derivative of Smoothed
1253	VFSUX.Low_SmoothDer	Derivative of Smoothed
1263	VFSUX.Close_SmoothDer	Derivative of Smoothed
1268	VFSUX.Volume_YoY	Year over Year
1269	VFSUX.Volume_YoY4	4 Year over 4 Year
1270	VFSUX.Volume_YoY5	5 Year over 5 Year
1271	VFSUX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1272	VFSUX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1273	VFSUX.Volume_SmoothDer	Derivative of Smoothed
1274	VFSUX.Volume_Log	Log of
1275	VFSUX.Volume_mva365	365 Day MA
1276	VFSUX.Volume_mva200	200 Day MA
1277	VFSUX.Volume_mva050	50 Day MA
1283	VFSUX.Adjusted_SmoothDer	Derivative of Smoothed
1293	LTUIX.Open_SmoothDer	Derivative of Smoothed
1303	LTUIX.High_SmoothDer	Derivative of Smoothed
1313	LTUIX.Low_SmoothDer	Derivative of Smoothed
1323	LTUIX.Close_SmoothDer	Derivative of Smoothed
1328	LTUIX.Volume_YoY	Year over Year
1329	LTUIX.Volume_YoY4	4 Year over 4 Year
1330	LTUIX.Volume_YoY5	5 Year over 5 Year
1331	LTUIX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1332	LTUIX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1333	LTUIX.Volume_SmoothDer	Derivative of Smoothed
1334	LTUIX.Volume_Log	Log of
1335	LTUIX.Volume_mva365	365 Day MA
1336	LTUIX.Volume_mva200	200 Day MA
1337	LTUIX.Volume_mva050	50 Day MA
1343	LTUIX.Adjusted_SmoothDer	Derivative of Smoothed
1353	PTTPX.Open_SmoothDer	Derivative of Smoothed
1363	PTTPX.High_SmoothDer	Derivative of Smoothed
1373	PTTPX.Low_SmoothDer	Derivative of Smoothed
1383	PTTPX.Close_SmoothDer	Derivative of Smoothed
1388	PTTPX.Volume_YoY	Year over Year
1389	PTTPX.Volume_YoY4	4 Year over 4 Year
1390	PTTPX.Volume_YoY5	5 Year over 5 Year
1391	PTTPX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1392	PTTPX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1393	PTTPX.Volume_SmoothDer	Derivative of Smoothed
1394	PTTPX.Volume_Log	Log of
1395	PTTPX.Volume_mva365	365 Day MA
1396	PTTPX.Volume_mva200	200 Day MA
1397	PTTPX.Volume_mva050	50 Day MA
1403	PTTPX.Adjusted_SmoothDer	Derivative of Smoothed
1413	NERYX.Open_SmoothDer	Derivative of Smoothed
1423	NERYX.High_SmoothDer	Derivative of Smoothed
1433	NERYX.Low_SmoothDer	Derivative of Smoothed
1443	NERYX.Close_SmoothDer	Derivative of Smoothed
1448	NERYX.Volume_YoY	Year over Year
1449	NERYX.Volume_YoY4	4 Year over 4 Year
1450	NERYX.Volume_YoY5	5 Year over 5 Year
1451	NERYX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1452	NERYX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1453	NERYX.Volume_SmoothDer	Derivative of Smoothed
1454	NERYX.Volume_Log	Log of
1455	NERYX.Volume_mva365	365 Day MA
1456	NERYX.Volume_mva200	200 Day MA
1457	NERYX.Volume_mva050	50 Day MA
1463	NERYX.Adjusted_SmoothDer	Derivative of Smoothed
1473	STIGX.Open_SmoothDer	Derivative of Smoothed
1483	STIGX.High_SmoothDer	Derivative of Smoothed
1493	STIGX.Low_SmoothDer	Derivative of Smoothed
1503	STIGX.Close_SmoothDer	Derivative of Smoothed
1508	STIGX.Volume_YoY	Year over Year
1509	STIGX.Volume_YoY4	4 Year over 4 Year
1510	STIGX.Volume_YoY5	5 Year over 5 Year
1511	STIGX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1512	STIGX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1513	STIGX.Volume_SmoothDer	Derivative of Smoothed
1514	STIGX.Volume_Log	Log of
1515	STIGX.Volume_mva365	365 Day MA
1516	STIGX.Volume_mva200	200 Day MA
1517	STIGX.Volume_mva050	50 Day MA
1523	STIGX.Adjusted_SmoothDer	Derivative of Smoothed
1533	HLGAX.Open_SmoothDer	Derivative of Smoothed
1543	HLGAX.High_SmoothDer	Derivative of Smoothed
1553	HLGAX.Low_SmoothDer	Derivative of Smoothed
1563	HLGAX.Close_SmoothDer	Derivative of Smoothed
1568	HLGAX.Volume_YoY	Year over Year
1569	HLGAX.Volume_YoY4	4 Year over 4 Year
1570	HLGAX.Volume_YoY5	5 Year over 5 Year
1571	HLGAX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1572	HLGAX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1573	HLGAX.Volume_SmoothDer	Derivative of Smoothed
1574	HLGAX.Volume_Log	Log of
1575	HLGAX.Volume_mva365	365 Day MA
1576	HLGAX.Volume_mva200	200 Day MA
1577	HLGAX.Volume_mva050	50 Day MA
1583	HLGAX.Adjusted_SmoothDer	Derivative of Smoothed
1593	FTRGX.Open_SmoothDer	Derivative of Smoothed
1603	FTRGX.High_SmoothDer	Derivative of Smoothed
1613	FTRGX.Low_SmoothDer	Derivative of Smoothed
1623	FTRGX.Close_SmoothDer	Derivative of Smoothed
1628	FTRGX.Volume_YoY	Year over Year
1629	FTRGX.Volume_YoY4	4 Year over 4 Year
1630	FTRGX.Volume_YoY5	5 Year over 5 Year
1631	FTRGX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1632	FTRGX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1633	FTRGX.Volume_SmoothDer	Derivative of Smoothed
1634	FTRGX.Volume_Log	Log of
1635	FTRGX.Volume_mva365	365 Day MA
1636	FTRGX.Volume_mva200	200 Day MA
1637	FTRGX.Volume_mva050	50 Day MA
1643	FTRGX.Adjusted_SmoothDer	Derivative of Smoothed
1653	THIIX.Open_SmoothDer	Derivative of Smoothed
1663	THIIX.High_SmoothDer	Derivative of Smoothed
1673	THIIX.Low_SmoothDer	Derivative of Smoothed
1683	THIIX.Close_SmoothDer	Derivative of Smoothed
1688	THIIX.Volume_YoY	Year over Year
1689	THIIX.Volume_YoY4	4 Year over 4 Year
1690	THIIX.Volume_YoY5	5 Year over 5 Year
1691	THIIX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1692	THIIX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1693	THIIX.Volume_SmoothDer	Derivative of Smoothed
1694	THIIX.Volume_Log	Log of
1695	THIIX.Volume_mva365	365 Day MA
1696	THIIX.Volume_mva200	200 Day MA
1697	THIIX.Volume_mva050	50 Day MA
1703	THIIX.Adjusted_SmoothDer	Derivative of Smoothed
1713	PTTRX.Open_SmoothDer	Derivative of Smoothed
1723	PTTRX.High_SmoothDer	Derivative of Smoothed
1733	PTTRX.Low_SmoothDer	Derivative of Smoothed
1743	PTTRX.Close_SmoothDer	Derivative of Smoothed
1748	PTTRX.Volume_YoY	Year over Year
1749	PTTRX.Volume_YoY4	4 Year over 4 Year
1750	PTTRX.Volume_YoY5	5 Year over 5 Year
1751	PTTRX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1752	PTTRX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1753	PTTRX.Volume_SmoothDer	Derivative of Smoothed
1754	PTTRX.Volume_Log	Log of
1755	PTTRX.Volume_mva365	365 Day MA
1756	PTTRX.Volume_mva200	200 Day MA
1757	PTTRX.Volume_mva050	50 Day MA
1763	PTTRX.Adjusted_SmoothDer	Derivative of Smoothed
1773	BFIGX.Open_SmoothDer	Derivative of Smoothed
1783	BFIGX.High_SmoothDer	Derivative of Smoothed
1793	BFIGX.Low_SmoothDer	Derivative of Smoothed
1803	BFIGX.Close_SmoothDer	Derivative of Smoothed
1808	BFIGX.Volume_YoY	Year over Year
1809	BFIGX.Volume_YoY4	4 Year over 4 Year
1810	BFIGX.Volume_YoY5	5 Year over 5 Year
1811	BFIGX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1812	BFIGX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1813	BFIGX.Volume_SmoothDer	Derivative of Smoothed
1814	BFIGX.Volume_Log	Log of
1815	BFIGX.Volume_mva365	365 Day MA
1816	BFIGX.Volume_mva200	200 Day MA
1817	BFIGX.Volume_mva050	50 Day MA
1833	VTWO.Open_SmoothDer	Derivative of Smoothed
1843	VTWO.High_SmoothDer	Derivative of Smoothed
1853	VTWO.Low_SmoothDer	Derivative of Smoothed
1863	VTWO.Close_SmoothDer	Derivative of Smoothed
1875	VTWO.Volume_mva365	365 Day MA
1883	VTWO.Adjusted_SmoothDer	Derivative of Smoothed
1893	EIFAX.Open_SmoothDer	Derivative of Smoothed
1903	EIFAX.High_SmoothDer	Derivative of Smoothed
1913	EIFAX.Low_SmoothDer	Derivative of Smoothed
1923	EIFAX.Close_SmoothDer	Derivative of Smoothed
1928	EIFAX.Volume_YoY	Year over Year
1929	EIFAX.Volume_YoY4	4 Year over 4 Year
1930	EIFAX.Volume_YoY5	5 Year over 5 Year
1931	EIFAX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1932	EIFAX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1933	EIFAX.Volume_SmoothDer	Derivative of Smoothed
1934	EIFAX.Volume_Log	Log of
1935	EIFAX.Volume_mva365	365 Day MA
1936	EIFAX.Volume_mva200	200 Day MA
1937	EIFAX.Volume_mva050	50 Day MA
1943	EIFAX.Adjusted_SmoothDer	Derivative of Smoothed
1953	ASDAX.Open_SmoothDer	Derivative of Smoothed
1963	ASDAX.High_SmoothDer	Derivative of Smoothed
1973	ASDAX.Low_SmoothDer	Derivative of Smoothed
1983	ASDAX.Close_SmoothDer	Derivative of Smoothed
1988	ASDAX.Volume_YoY	Year over Year
1989	ASDAX.Volume_YoY4	4 Year over 4 Year
1990	ASDAX.Volume_YoY5	5 Year over 5 Year
1991	ASDAX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1992	ASDAX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1993	ASDAX.Volume_SmoothDer	Derivative of Smoothed
1994	ASDAX.Volume_Log	Log of
1995	ASDAX.Volume_mva365	365 Day MA
1996	ASDAX.Volume_mva200	200 Day MA
1997	ASDAX.Volume_mva050	50 Day MA
2003	ASDAX.Adjusted_SmoothDer	Derivative of Smoothed
2013	TRBUX.Open_SmoothDer	Derivative of Smoothed
2023	TRBUX.High_SmoothDer	Derivative of Smoothed
2033	TRBUX.Low_SmoothDer	Derivative of Smoothed
2043	TRBUX.Close_SmoothDer	Derivative of Smoothed
2048	TRBUX.Volume_YoY	Year over Year
2049	TRBUX.Volume_YoY4	4 Year over 4 Year
2050	TRBUX.Volume_YoY5	5 Year over 5 Year
2051	TRBUX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2052	TRBUX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
2053	TRBUX.Volume_SmoothDer	Derivative of Smoothed
2054	TRBUX.Volume_Log	Log of
2055	TRBUX.Volume_mva365	365 Day MA
2056	TRBUX.Volume_mva200	200 Day MA
2057	TRBUX.Volume_mva050	50 Day MA
2063	TRBUX.Adjusted_SmoothDer	Derivative of Smoothed
2073	PRVIX.Open_SmoothDer	Derivative of Smoothed
2083	PRVIX.High_SmoothDer	Derivative of Smoothed
2093	PRVIX.Low_SmoothDer	Derivative of Smoothed
2103	PRVIX.Close_SmoothDer	Derivative of Smoothed
2108	PRVIX.Volume_YoY	Year over Year
2109	PRVIX.Volume_YoY4	4 Year over 4 Year
2110	PRVIX.Volume_YoY5	5 Year over 5 Year
2111	PRVIX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2112	PRVIX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
2113	PRVIX.Volume_SmoothDer	Derivative of Smoothed
2114	PRVIX.Volume_Log	Log of
2115	PRVIX.Volume_mva365	365 Day MA
2116	PRVIX.Volume_mva200	200 Day MA
2117	PRVIX.Volume_mva050	50 Day MA
2123	PRVIX.Adjusted_SmoothDer	Derivative of Smoothed
2133	PRWCX.Open_SmoothDer	Derivative of Smoothed
2143	PRWCX.High_SmoothDer	Derivative of Smoothed
2153	PRWCX.Low_SmoothDer	Derivative of Smoothed
2163	PRWCX.Close_SmoothDer	Derivative of Smoothed
2168	PRWCX.Volume_YoY	Year over Year
2169	PRWCX.Volume_YoY4	4 Year over 4 Year
2170	PRWCX.Volume_YoY5	5 Year over 5 Year
2171	PRWCX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2172	PRWCX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
2173	PRWCX.Volume_SmoothDer	Derivative of Smoothed
2174	PRWCX.Volume_Log	Log of
2175	PRWCX.Volume_mva365	365 Day MA
2176	PRWCX.Volume_mva200	200 Day MA
2177	PRWCX.Volume_mva050	50 Day MA
2183	PRWCX.Adjusted_SmoothDer	Derivative of Smoothed
2193	ADOZX.Open_SmoothDer	Derivative of Smoothed
2203	ADOZX.High_SmoothDer	Derivative of Smoothed
2213	ADOZX.Low_SmoothDer	Derivative of Smoothed
2223	ADOZX.Close_SmoothDer	Derivative of Smoothed
2228	ADOZX.Volume_YoY	Year over Year
2229	ADOZX.Volume_YoY4	4 Year over 4 Year
2230	ADOZX.Volume_YoY5	5 Year over 5 Year
2231	ADOZX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2232	ADOZX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
2233	ADOZX.Volume_SmoothDer	Derivative of Smoothed
2234	ADOZX.Volume_Log	Log of
2235	ADOZX.Volume_mva365	365 Day MA
2236	ADOZX.Volume_mva200	200 Day MA
2237	ADOZX.Volume_mva050	50 Day MA
2243	ADOZX.Adjusted_SmoothDer	Derivative of Smoothed
2251	MERFX.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2261	MERFX.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2271	MERFX.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2281	MERFX.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2288	MERFX.Volume_YoY	Year over Year
2289	MERFX.Volume_YoY4	4 Year over 4 Year
2290	MERFX.Volume_YoY5	5 Year over 5 Year
2291	MERFX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2292	MERFX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
2293	MERFX.Volume_SmoothDer	Derivative of Smoothed
2294	MERFX.Volume_Log	Log of
2295	MERFX.Volume_mva365	365 Day MA
2296	MERFX.Volume_mva200	200 Day MA
2297	MERFX.Volume_mva050	50 Day MA
2301	MERFX.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2313	CMNIX.Open_SmoothDer	Derivative of Smoothed
2323	CMNIX.High_SmoothDer	Derivative of Smoothed
2333	CMNIX.Low_SmoothDer	Derivative of Smoothed
2343	CMNIX.Close_SmoothDer	Derivative of Smoothed
2348	CMNIX.Volume_YoY	Year over Year
2349	CMNIX.Volume_YoY4	4 Year over 4 Year
2350	CMNIX.Volume_YoY5	5 Year over 5 Year
2351	CMNIX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2352	CMNIX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
2353	CMNIX.Volume_SmoothDer	Derivative of Smoothed
2354	CMNIX.Volume_Log	Log of
2355	CMNIX.Volume_mva365	365 Day MA
2356	CMNIX.Volume_mva200	200 Day MA
2357	CMNIX.Volume_mva050	50 Day MA
2363	CMNIX.Adjusted_SmoothDer	Derivative of Smoothed
2373	CIHEX.Open_SmoothDer	Derivative of Smoothed
2383	CIHEX.High_SmoothDer	Derivative of Smoothed
2393	CIHEX.Low_SmoothDer	Derivative of Smoothed
2403	CIHEX.Close_SmoothDer	Derivative of Smoothed
2408	CIHEX.Volume_YoY	Year over Year
2409	CIHEX.Volume_YoY4	4 Year over 4 Year
2410	CIHEX.Volume_YoY5	5 Year over 5 Year
2411	CIHEX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2412	CIHEX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
2413	CIHEX.Volume_SmoothDer	Derivative of Smoothed
2414	CIHEX.Volume_Log	Log of
2415	CIHEX.Volume_mva365	365 Day MA
2416	CIHEX.Volume_mva200	200 Day MA
2417	CIHEX.Volume_mva050	50 Day MA
2423	CIHEX.Adjusted_SmoothDer	Derivative of Smoothed
2431	IMPCH_Smooth	Savitsky-Golay Smoothed (p=3, n=365) U.S. Imports of Goods by Customs Basis from China (Monthly, NSA)
2433	IMPCH_SmoothDer	Derivative of Smoothed U.S. Imports of Goods by Customs Basis from China (Monthly, NSA)
2434	IMPCH_Log	Log of U.S. Imports of Goods by Customs Basis from China (Monthly, NSA)
2435	IMPCH_mva365	U.S. Imports of Goods by Customs Basis from China (Monthly, NSA) 365 Day MA
2436	IMPCH_mva200	U.S. Imports of Goods by Customs Basis from China (Monthly, NSA) 200 Day MA
2437	IMPCH_mva050	U.S. Imports of Goods by Customs Basis from China (Monthly, NSA) 50 Day MA
2439	EXPCH_YoY4	U.S. Exports of Goods by F.A.S. Basis to China, Mainland (Monthly, NSA) 4 Year over 4 Year
2443	EXPCH_SmoothDer	Derivative of Smoothed U.S. Exports of Goods by F.A.S. Basis to China, Mainland (Monthly, NSA)
2444	EXPCH_Log	Log of U.S. Exports of Goods by F.A.S. Basis to China, Mainland (Monthly, NSA)
2447	EXPCH_mva050	U.S. Exports of Goods by F.A.S. Basis to China, Mainland (Monthly, NSA) 50 Day MA
2454	IMPMX_Log	Log of U.S. Imports of Goods by Customs Basis from Mexico (Monthly, NSA)
2455	IMPMX_mva365	U.S. Imports of Goods by Customs Basis from Mexico (Monthly, NSA) 365 Day MA
2456	IMPMX_mva200	U.S. Imports of Goods by Customs Basis from Mexico (Monthly, NSA) 200 Day MA
2457	IMPMX_mva050	U.S. Imports of Goods by Customs Basis from Mexico (Monthly, NSA) 50 Day MA
2464	EXPMX_Log	Log of U.S. Exports of Goods by F.A.S. Basis to Mexico (Monthly, NSA)
2465	EXPMX_mva365	U.S. Exports of Goods by F.A.S. Basis to Mexico (Monthly, NSA) 365 Day MA
2466	EXPMX_mva200	U.S. Exports of Goods by F.A.S. Basis to Mexico (Monthly, NSA) 200 Day MA
2467	EXPMX_mva050	U.S. Exports of Goods by F.A.S. Basis to Mexico (Monthly, NSA) 50 Day MA
2471	HSN1FNSA_Smooth	Savitsky-Golay Smoothed (p=3, n=365) New One Family Houses Sold: United States (Monthly, NSA)
2484	HNFSUSNSA_Log	Log of New One Family Houses for Sale in the United States (Monthly, NSA)
2485	HNFSUSNSA_mva365	New One Family Houses for Sale in the United States (Monthly, NSA) 365 Day MA
2486	HNFSUSNSA_mva200	New One Family Houses for Sale in the United States (Monthly, NSA) 200 Day MA
2487	HNFSUSNSA_mva050	New One Family Houses for Sale in the United States (Monthly, NSA) 50 Day MA
2494	BUSLOANS_Log	Log of Commercial and Industrial Loans, All Commercial Banks (Monthly, SA)
2495	BUSLOANS_mva365	Commercial and Industrial Loans, All Commercial Banks (Monthly, SA) 365 Day MA
2496	BUSLOANS_mva200	Commercial and Industrial Loans, All Commercial Banks (Monthly, SA) 200 Day MA
2497	BUSLOANS_mva050	Commercial and Industrial Loans, All Commercial Banks (Monthly, SA) 50 Day MA
2501	TOTCI_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Commercial and Industrial Loans, All Commercial Banks (Weekly, SA)
2504	TOTCI_Log	Log of Commercial and Industrial Loans, All Commercial Banks (Weekly, SA)
2505	TOTCI_mva365	Commercial and Industrial Loans, All Commercial Banks (Weekly, SA) 365 Day MA
2506	TOTCI_mva200	Commercial and Industrial Loans, All Commercial Banks (Weekly, SA) 200 Day MA
2507	TOTCI_mva050	Commercial and Industrial Loans, All Commercial Banks (Weekly, SA) 50 Day MA
2514	BUSLOANSNSA_Log	Log of Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA)
2515	BUSLOANSNSA_mva365	Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA) 365 Day MA
2516	BUSLOANSNSA_mva200	Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA) 200 Day MA
2517	BUSLOANSNSA_mva050	Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA) 50 Day MA
2524	REALLNNSA_Log	Log of Real Estate Loans, All Commercial Banks (Monthly, NSA)
2525	REALLNNSA_mva365	Real Estate Loans, All Commercial Banks (Monthly, NSA) 365 Day MA
2526	REALLNNSA_mva200	Real Estate Loans, All Commercial Banks (Monthly, NSA) 200 Day MA
2527	REALLNNSA_mva050	Real Estate Loans, All Commercial Banks (Monthly, NSA) 50 Day MA
2534	REALLN_Log	Log of Real Estate Loans, All Commercial Banks (Monthly, SA)
2535	REALLN_mva365	Real Estate Loans, All Commercial Banks (Monthly, SA) 365 Day MA
2536	REALLN_mva200	Real Estate Loans, All Commercial Banks (Monthly, SA) 200 Day MA
2537	REALLN_mva050	Real Estate Loans, All Commercial Banks (Monthly, SA) 50 Day MA
2541	RELACBW027NBOG_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans, All Commercial Banks (Weekly, NSA)
2543	RELACBW027NBOG_SmoothDer	Derivative of Smoothed Real Estate Loans, All Commercial Banks (Weekly, NSA)
2544	RELACBW027NBOG_Log	Log of Real Estate Loans, All Commercial Banks (Weekly, NSA)
2545	RELACBW027NBOG_mva365	Real Estate Loans, All Commercial Banks (Weekly, NSA) 365 Day MA
2546	RELACBW027NBOG_mva200	Real Estate Loans, All Commercial Banks (Weekly, NSA) 200 Day MA
2547	RELACBW027NBOG_mva050	Real Estate Loans, All Commercial Banks (Weekly, NSA) 50 Day MA
2551	RELACBW027SBOG_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans, All Commercial Banks (Weekly, SA)
2553	RELACBW027SBOG_SmoothDer	Derivative of Smoothed Real Estate Loans, All Commercial Banks (Weekly, SA)
2554	RELACBW027SBOG_Log	Log of Real Estate Loans, All Commercial Banks (Weekly, SA)
2555	RELACBW027SBOG_mva365	Real Estate Loans, All Commercial Banks (Weekly, SA) 365 Day MA
2556	RELACBW027SBOG_mva200	Real Estate Loans, All Commercial Banks (Weekly, SA) 200 Day MA
2557	RELACBW027SBOG_mva050	Real Estate Loans, All Commercial Banks (Weekly, SA) 50 Day MA
2563	RREACBM027NBOG_SmoothDer	Derivative of Smoothed Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA)
2564	RREACBM027NBOG_Log	Log of Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA)
2565	RREACBM027NBOG_mva365	Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA) 365 Day MA
2566	RREACBM027NBOG_mva200	Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA) 200 Day MA
2567	RREACBM027NBOG_mva050	Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA) 50 Day MA
2574	RREACBM027SBOG_Log	Log of Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA)
2575	RREACBM027SBOG_mva365	Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA) 365 Day MA
2576	RREACBM027SBOG_mva200	Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA) 200 Day MA
2577	RREACBM027SBOG_mva050	Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA) 50 Day MA
2581	RREACBW027SBOG_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA)
2583	RREACBW027SBOG_SmoothDer	Derivative of Smoothed Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA)
2584	RREACBW027SBOG_Log	Log of Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA)
2585	RREACBW027SBOG_mva365	Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA) 365 Day MA
2586	RREACBW027SBOG_mva200	Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA) 200 Day MA
2587	RREACBW027SBOG_mva050	Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA) 50 Day MA
2591	RREACBW027NBOG_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA)
2593	RREACBW027NBOG_SmoothDer	Derivative of Smoothed Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA)
2594	RREACBW027NBOG_Log	Log of Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA)
2595	RREACBW027NBOG_mva365	Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA) 365 Day MA
2596	RREACBW027NBOG_mva200	Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA) 200 Day MA
2597	RREACBW027NBOG_mva050	Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA) 50 Day MA
2601	MORTGAGE30US_Smooth	Savitsky-Golay Smoothed (p=3, n=365) 30-Year Fixed Rate Mortgage Average in the United States
2605	MORTGAGE30US_mva365	30-Year Fixed Rate Mortgage Average in the United States 365 Day MA
2606	MORTGAGE30US_mva200	30-Year Fixed Rate Mortgage Average in the United States 200 Day MA
2607	MORTGAGE30US_mva050	30-Year Fixed Rate Mortgage Average in the United States 50 Day MA
2614	CONSUMERNSA_Log	Log of Consumer Loans, All Commercial Banks
2615	CONSUMERNSA_mva365	Consumer Loans, All Commercial Banks 365 Day MA
2616	CONSUMERNSA_mva200	Consumer Loans, All Commercial Banks 200 Day MA
2617	CONSUMERNSA_mva050	Consumer Loans, All Commercial Banks 50 Day MA
2621	TOTLLNSA_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Loans and Leases in Bank Credit, All Commercial Banks
2624	TOTLLNSA_Log	Log of Loans and Leases in Bank Credit, All Commercial Banks
2625	TOTLLNSA_mva365	Loans and Leases in Bank Credit, All Commercial Banks 365 Day MA
2626	TOTLLNSA_mva200	Loans and Leases in Bank Credit, All Commercial Banks 200 Day MA
2627	TOTLLNSA_mva050	Loans and Leases in Bank Credit, All Commercial Banks 50 Day MA
2635	DPSACBW027SBOG_mva365	Deposits, All Commercial Banks 365 Day MA
2644	DRCLACBS_Log	Log of Delinquency Rate on Consumer Loans, All Commercial Banks, SA
2645	DRCLACBS_mva365	Delinquency Rate on Consumer Loans, All Commercial Banks, SA 365 Day MA
2646	DRCLACBS_mva200	Delinquency Rate on Consumer Loans, All Commercial Banks, SA 200 Day MA
2647	DRCLACBS_mva050	Delinquency Rate on Consumer Loans, All Commercial Banks, SA 50 Day MA
2655	TOTCINSA_mva365	Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA) 365 Day MA
2656	TOTCINSA_mva200	Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA) 200 Day MA
2657	TOTCINSA_mva050	Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA) 50 Day MA
2660	SRPSABSNNCB_YoY5	Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) 5 Year over 5 Year
2661	SRPSABSNNCB_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA)
2663	SRPSABSNNCB_SmoothDer	Derivative of Smoothed Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA)
2664	SRPSABSNNCB_Log	Log of Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA)
2674	ASTLL_Log	Log of All sectors; total loans; liability, Level (NSA)
2675	ASTLL_mva365	All sectors; total loans; liability, Level (NSA) 365 Day MA
2676	ASTLL_mva200	All sectors; total loans; liability, Level (NSA) 200 Day MA
2677	ASTLL_mva050	All sectors; total loans; liability, Level (NSA) 50 Day MA
2684	FBDILNECA_Log	Log of Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA)
2685	FBDILNECA_mva365	Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA) 365 Day MA
2686	FBDILNECA_mva200	Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA) 200 Day MA
2687	FBDILNECA_mva050	Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA) 50 Day MA
2691	ASOLAL_Smooth	Savitsky-Golay Smoothed (p=3, n=365) All sectors; other loans and advances; liability, Level (NSA)
2694	ASOLAL_Log	Log of All sectors; other loans and advances; liability, Level (NSA)
2695	ASOLAL_mva365	All sectors; other loans and advances; liability, Level (NSA) 365 Day MA
2696	ASOLAL_mva200	All sectors; other loans and advances; liability, Level (NSA) 200 Day MA
2697	ASOLAL_mva050	All sectors; other loans and advances; liability, Level (NSA) 50 Day MA
2704	ASTMA_Log	Log of All sectors; total mortgages; asset, Level (NSA)
2705	ASTMA_mva365	All sectors; total mortgages; asset, Level (NSA) 365 Day MA
2706	ASTMA_mva200	All sectors; total mortgages; asset, Level (NSA) 200 Day MA
2707	ASTMA_mva050	All sectors; total mortgages; asset, Level (NSA) 50 Day MA
2714	ASHMA_Log	Log of All sectors; home mortgages; asset, Level (NSA)
2715	ASHMA_mva365	All sectors; home mortgages; asset, Level (NSA) 365 Day MA
2716	ASHMA_mva200	All sectors; home mortgages; asset, Level (NSA) 200 Day MA
2717	ASHMA_mva050	All sectors; home mortgages; asset, Level (NSA) 50 Day MA
2724	ASMRMA_Log	Log of All sectors; multifamily residential mortgages; asset, Level (NSA)
2725	ASMRMA_mva365	All sectors; multifamily residential mortgages; asset, Level (NSA) 365 Day MA
2726	ASMRMA_mva200	All sectors; multifamily residential mortgages; asset, Level (NSA) 200 Day MA
2727	ASMRMA_mva050	All sectors; multifamily residential mortgages; asset, Level (NSA) 50 Day MA
2734	ASCMA_Log	Log of All sectors; commercial mortgages; asset, Level (NSA)
2735	ASCMA_mva365	All sectors; commercial mortgages; asset, Level (NSA) 365 Day MA
2736	ASCMA_mva200	All sectors; commercial mortgages; asset, Level (NSA) 200 Day MA
2737	ASCMA_mva050	All sectors; commercial mortgages; asset, Level (NSA) 50 Day MA
2744	ASFMA_Log	Log of All sectors; farm mortgages; asset, Level (NSA)
2745	ASFMA_mva365	All sectors; farm mortgages; asset, Level (NSA) 365 Day MA
2746	ASFMA_mva200	All sectors; farm mortgages; asset, Level (NSA) 200 Day MA
2747	ASFMA_mva050	All sectors; farm mortgages; asset, Level (NSA) 50 Day MA
2754	CCLBSHNO_Log	Log of Households and nonprofit organizations; consumer credit; liability, Level (NSA)
2755	CCLBSHNO_mva365	Households and nonprofit organizations; consumer credit; liability, Level (NSA) 365 Day MA
2756	CCLBSHNO_mva200	Households and nonprofit organizations; consumer credit; liability, Level (NSA) 200 Day MA
2757	CCLBSHNO_mva050	Households and nonprofit organizations; consumer credit; liability, Level (NSA) 50 Day MA
2764	FBDSILQ027S_Log	Log of Domestic financial sectors debt securities; liability, Level (NSA)
2765	FBDSILQ027S_mva365	Domestic financial sectors debt securities; liability, Level (NSA) 365 Day MA
2766	FBDSILQ027S_mva200	Domestic financial sectors debt securities; liability, Level (NSA) 200 Day MA
2767	FBDSILQ027S_mva050	Domestic financial sectors debt securities; liability, Level (NSA) 50 Day MA
2770	FBLL_YoY5	Domestic financial sectors loans; liability, Level (NSA) 5 Year over 5 Year
2774	FBLL_Log	Log of Domestic financial sectors loans; liability, Level (NSA)
2775	FBLL_mva365	Domestic financial sectors loans; liability, Level (NSA) 365 Day MA
2776	FBLL_mva200	Domestic financial sectors loans; liability, Level (NSA) 200 Day MA
2777	FBLL_mva050	Domestic financial sectors loans; liability, Level (NSA) 50 Day MA
2781	NCBDBIQ027S_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Nonfinancial corporate business; debt securities; liability, Level
2784	NCBDBIQ027S_Log	Log of Nonfinancial corporate business; debt securities; liability, Level
2785	NCBDBIQ027S_mva365	Nonfinancial corporate business; debt securities; liability, Level 365 Day MA
2790	DGS10_YoY5	10-Year Treasury Constant Maturity Rate 5 Year over 5 Year
2791	DGS10_Smooth	Savitsky-Golay Smoothed (p=3, n=365) 10-Year Treasury Constant Maturity Rate
2792	DGS10_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15) 10-Year Treasury Constant Maturity Rate
2795	DGS10_mva365	10-Year Treasury Constant Maturity Rate 365 Day MA
2796	DGS10_mva200	10-Year Treasury Constant Maturity Rate 200 Day MA
2797	DGS10_mva050	10-Year Treasury Constant Maturity Rate 50 Day MA
2801	TNX.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2802	TNX.Open_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
2804	TNX.Open_Log	Log of
2805	TNX.Open_mva365	365 Day MA
2806	TNX.Open_mva200	200 Day MA
2807	TNX.Open_mva050	50 Day MA
2811	TNX.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2812	TNX.High_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
2815	TNX.High_mva365	365 Day MA
2816	TNX.High_mva200	200 Day MA
2817	TNX.High_mva050	50 Day MA
2820	TNX.Low_YoY5	5 Year over 5 Year
2821	TNX.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2825	TNX.Low_mva365	365 Day MA
2826	TNX.Low_mva200	200 Day MA
2827	TNX.Low_mva050	50 Day MA
2831	TNX.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2832	TNX.Close_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
2835	TNX.Close_mva365	365 Day MA
2836	TNX.Close_mva200	200 Day MA
2837	TNX.Close_mva050	50 Day MA
2838	TNX.Volume_YoY	Year over Year
2839	TNX.Volume_YoY4	4 Year over 4 Year
2840	TNX.Volume_YoY5	5 Year over 5 Year
2841	TNX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2842	TNX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
2843	TNX.Volume_SmoothDer	Derivative of Smoothed
2844	TNX.Volume_Log	Log of
2845	TNX.Volume_mva365	365 Day MA
2846	TNX.Volume_mva200	200 Day MA
2847	TNX.Volume_mva050	50 Day MA
2851	TNX.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2852	TNX.Adjusted_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
2855	TNX.Adjusted_mva365	365 Day MA
2856	TNX.Adjusted_mva200	200 Day MA
2857	TNX.Adjusted_mva050	50 Day MA
2864	CLF.Open_Log	Log of
2865	CLF.Open_mva365	365 Day MA
2875	CLF.High_mva365	365 Day MA
2884	CLF.Low_Log	Log of
2885	CLF.Low_mva365	365 Day MA
2894	CLF.Close_Log	Log of
2895	CLF.Close_mva365	365 Day MA
2903	CLF.Volume_SmoothDer	Derivative of Smoothed
2904	CLF.Volume_Log	Log of
2914	CLF.Adjusted_Log	Log of
2915	CLF.Adjusted_mva365	365 Day MA
2920	DGS30_YoY5	10-Year Treasury Constant Maturity Rate 5 Year over 5 Year
2921	DGS30_Smooth	Savitsky-Golay Smoothed (p=3, n=365) 10-Year Treasury Constant Maturity Rate
2922	DGS30_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15) 10-Year Treasury Constant Maturity Rate
2924	DGS30_Log	Log of 10-Year Treasury Constant Maturity Rate
2925	DGS30_mva365	10-Year Treasury Constant Maturity Rate 365 Day MA
2926	DGS30_mva200	10-Year Treasury Constant Maturity Rate 200 Day MA
2927	DGS30_mva050	10-Year Treasury Constant Maturity Rate 50 Day MA
2931	DGS1_Smooth	Savitsky-Golay Smoothed (p=3, n=365) 1-Year Treasury Constant Maturity Rate
2934	DGS1_Log	Log of 1-Year Treasury Constant Maturity Rate
2935	DGS1_mva365	1-Year Treasury Constant Maturity Rate 365 Day MA
2936	DGS1_mva200	1-Year Treasury Constant Maturity Rate 200 Day MA
2937	DGS1_mva050	1-Year Treasury Constant Maturity Rate 50 Day MA
2941	DGS2_Smooth	Savitsky-Golay Smoothed (p=3, n=365) 2-Year Treasury Constant Maturity Rate
2942	DGS2_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15) 2-Year Treasury Constant Maturity Rate
2944	DGS2_Log	Log of 2-Year Treasury Constant Maturity Rate
2945	DGS2_mva365	2-Year Treasury Constant Maturity Rate 365 Day MA
2946	DGS2_mva200	2-Year Treasury Constant Maturity Rate 200 Day MA
2947	DGS2_mva050	2-Year Treasury Constant Maturity Rate 50 Day MA
2951	TB3MS_Smooth	Savitsky-Golay Smoothed (p=3, n=365) 3-Month Treasury Bill: Secondary Market Rate (Monthly)
2953	TB3MS_SmoothDer	Derivative of Smoothed 3-Month Treasury Bill: Secondary Market Rate (Monthly)
2954	TB3MS_Log	Log of 3-Month Treasury Bill: Secondary Market Rate (Monthly)
2955	TB3MS_mva365	3-Month Treasury Bill: Secondary Market Rate (Monthly) 365 Day MA
2956	TB3MS_mva200	3-Month Treasury Bill: Secondary Market Rate (Monthly) 200 Day MA
2957	TB3MS_mva050	3-Month Treasury Bill: Secondary Market Rate (Monthly) 50 Day MA
2960	DTB3_YoY5	3-Month Treasury Bill: Secondary Market Rate (Daily) 5 Year over 5 Year
2961	DTB3_Smooth	Savitsky-Golay Smoothed (p=3, n=365) 3-Month Treasury Bill: Secondary Market Rate (Daily)
2962	DTB3_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15) 3-Month Treasury Bill: Secondary Market Rate (Daily)
2963	DTB3_SmoothDer	Derivative of Smoothed 3-Month Treasury Bill: Secondary Market Rate (Daily)
2964	DTB3_Log	Log of 3-Month Treasury Bill: Secondary Market Rate (Daily)
2965	DTB3_mva365	3-Month Treasury Bill: Secondary Market Rate (Daily) 365 Day MA
2966	DTB3_mva200	3-Month Treasury Bill: Secondary Market Rate (Daily) 200 Day MA
2967	DTB3_mva050	3-Month Treasury Bill: Secondary Market Rate (Daily) 50 Day MA
2969	IRX.Open_YoY4	4 Year over 4 Year
2970	IRX.Open_YoY5	5 Year over 5 Year
2971	IRX.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2972	IRX.Open_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
2973	IRX.Open_SmoothDer	Derivative of Smoothed
2974	IRX.Open_Log	Log of
2975	IRX.Open_mva365	365 Day MA
2976	IRX.Open_mva200	200 Day MA
2977	IRX.Open_mva050	50 Day MA
2979	IRX.High_YoY4	4 Year over 4 Year
2980	IRX.High_YoY5	5 Year over 5 Year
2981	IRX.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2982	IRX.High_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
2983	IRX.High_SmoothDer	Derivative of Smoothed
2984	IRX.High_Log	Log of
2985	IRX.High_mva365	365 Day MA
2986	IRX.High_mva200	200 Day MA
2987	IRX.High_mva050	50 Day MA
2989	IRX.Low_YoY4	4 Year over 4 Year
2990	IRX.Low_YoY5	5 Year over 5 Year
2991	IRX.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2992	IRX.Low_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
2993	IRX.Low_SmoothDer	Derivative of Smoothed
2994	IRX.Low_Log	Log of
2995	IRX.Low_mva365	365 Day MA
2996	IRX.Low_mva200	200 Day MA
2997	IRX.Low_mva050	50 Day MA
2999	IRX.Close_YoY4	4 Year over 4 Year
3000	IRX.Close_YoY5	5 Year over 5 Year
3001	IRX.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3002	IRX.Close_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
3003	IRX.Close_SmoothDer	Derivative of Smoothed
3004	IRX.Close_Log	Log of
3005	IRX.Close_mva365	365 Day MA
3006	IRX.Close_mva200	200 Day MA
3007	IRX.Close_mva050	50 Day MA
3008	IRX.Volume_YoY	Year over Year
3009	IRX.Volume_YoY4	4 Year over 4 Year
3010	IRX.Volume_YoY5	5 Year over 5 Year
3011	IRX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3012	IRX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
3013	IRX.Volume_SmoothDer	Derivative of Smoothed
3014	IRX.Volume_Log	Log of
3015	IRX.Volume_mva365	365 Day MA
3016	IRX.Volume_mva200	200 Day MA
3017	IRX.Volume_mva050	50 Day MA
3019	IRX.Adjusted_YoY4	4 Year over 4 Year
3020	IRX.Adjusted_YoY5	5 Year over 5 Year
3021	IRX.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3022	IRX.Adjusted_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
3023	IRX.Adjusted_SmoothDer	Derivative of Smoothed
3024	IRX.Adjusted_Log	Log of
3025	IRX.Adjusted_mva365	365 Day MA
3026	IRX.Adjusted_mva200	200 Day MA
3027	IRX.Adjusted_mva050	50 Day MA
3034	DCOILWTICO_Log	Log of Crude Oil Prices: West Texas Intermediate (WTI) Cushing, Oklahoma
3035	DCOILWTICO_mva365	Crude Oil Prices: West Texas Intermediate (WTI) Cushing, Oklahoma 365 Day MA
3045	DCOILBRENTEU_mva365	Crude Oil Prices: Brent - Europe 365 Day MA
3049	NEWORDER_YoY4	Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft 4 Year over 4 Year
3051	NEWORDER_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft
3054	NEWORDER_Log	Log of Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft
3055	NEWORDER_mva365	Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft 365 Day MA
3056	NEWORDER_mva200	Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft 200 Day MA
3057	NEWORDER_mva050	Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft 50 Day MA
3061	ALTSALES_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Light Weight Vehicle Sales: Autos and Light Trucks
3064	ALTSALES_Log	Log of Light Weight Vehicle Sales: Autos and Light Trucks
3068	ICSA_YoY	Initial Jobless Claims Year over Year
3073	ICSA_SmoothDer	Derivative of Smoothed Initial Jobless Claims
3083	GSPC.Open_SmoothDer	Derivative of Smoothed
3093	GSPC.High_SmoothDer	Derivative of Smoothed
3103	GSPC.Low_SmoothDer	Derivative of Smoothed
3113	GSPC.Close_SmoothDer	Derivative of Smoothed
3121	GSPC.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3125	GSPC.Volume_mva365	365 Day MA
3133	GSPC.Adjusted_SmoothDer	Derivative of Smoothed
3143	FXAIX.Open_SmoothDer	Derivative of Smoothed
3153	FXAIX.High_SmoothDer	Derivative of Smoothed
3163	FXAIX.Low_SmoothDer	Derivative of Smoothed
3173	FXAIX.Close_SmoothDer	Derivative of Smoothed
3178	FXAIX.Volume_YoY	Year over Year
3179	FXAIX.Volume_YoY4	4 Year over 4 Year
3180	FXAIX.Volume_YoY5	5 Year over 5 Year
3181	FXAIX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3182	FXAIX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
3183	FXAIX.Volume_SmoothDer	Derivative of Smoothed
3184	FXAIX.Volume_Log	Log of
3185	FXAIX.Volume_mva365	365 Day MA
3186	FXAIX.Volume_mva200	200 Day MA
3187	FXAIX.Volume_mva050	50 Day MA
3193	FXAIX.Adjusted_SmoothDer	Derivative of Smoothed
3203	FTIHX.Open_SmoothDer	Derivative of Smoothed
3213	FTIHX.High_SmoothDer	Derivative of Smoothed
3223	FTIHX.Low_SmoothDer	Derivative of Smoothed
3233	FTIHX.Close_SmoothDer	Derivative of Smoothed
3238	FTIHX.Volume_YoY	Year over Year
3239	FTIHX.Volume_YoY4	4 Year over 4 Year
3240	FTIHX.Volume_YoY5	5 Year over 5 Year
3241	FTIHX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3242	FTIHX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
3243	FTIHX.Volume_SmoothDer	Derivative of Smoothed
3244	FTIHX.Volume_Log	Log of
3245	FTIHX.Volume_mva365	365 Day MA
3246	FTIHX.Volume_mva200	200 Day MA
3247	FTIHX.Volume_mva050	50 Day MA
3263	MDIZX.Open_SmoothDer	Derivative of Smoothed
3273	MDIZX.High_SmoothDer	Derivative of Smoothed
3283	MDIZX.Low_SmoothDer	Derivative of Smoothed
3293	MDIZX.Close_SmoothDer	Derivative of Smoothed
3298	MDIZX.Volume_YoY	Year over Year
3299	MDIZX.Volume_YoY4	4 Year over 4 Year
3300	MDIZX.Volume_YoY5	5 Year over 5 Year
3301	MDIZX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3302	MDIZX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
3303	MDIZX.Volume_SmoothDer	Derivative of Smoothed
3304	MDIZX.Volume_Log	Log of
3305	MDIZX.Volume_mva365	365 Day MA
3306	MDIZX.Volume_mva200	200 Day MA
3307	MDIZX.Volume_mva050	50 Day MA
3313	MDIZX.Adjusted_SmoothDer	Derivative of Smoothed
3323	DODIX.Open_SmoothDer	Derivative of Smoothed
3333	DODIX.High_SmoothDer	Derivative of Smoothed
3343	DODIX.Low_SmoothDer	Derivative of Smoothed
3353	DODIX.Close_SmoothDer	Derivative of Smoothed
3358	DODIX.Volume_YoY	Year over Year
3359	DODIX.Volume_YoY4	4 Year over 4 Year
3360	DODIX.Volume_YoY5	5 Year over 5 Year
3361	DODIX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3362	DODIX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
3363	DODIX.Volume_SmoothDer	Derivative of Smoothed
3364	DODIX.Volume_Log	Log of
3365	DODIX.Volume_mva365	365 Day MA
3366	DODIX.Volume_mva200	200 Day MA
3367	DODIX.Volume_mva050	50 Day MA
3373	DODIX.Adjusted_SmoothDer	Derivative of Smoothed
3383	RLG.Open_SmoothDer	Derivative of Smoothed
3393	RLG.High_SmoothDer	Derivative of Smoothed
3403	RLG.Low_SmoothDer	Derivative of Smoothed
3413	RLG.Close_SmoothDer	Derivative of Smoothed
3418	RLG.Volume_YoY	Year over Year
3419	RLG.Volume_YoY4	4 Year over 4 Year
3420	RLG.Volume_YoY5	5 Year over 5 Year
3421	RLG.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3422	RLG.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
3423	RLG.Volume_SmoothDer	Derivative of Smoothed
3424	RLG.Volume_Log	Log of
3425	RLG.Volume_mva365	365 Day MA
3426	RLG.Volume_mva200	200 Day MA
3427	RLG.Volume_mva050	50 Day MA
3433	RLG.Adjusted_SmoothDer	Derivative of Smoothed
3443	DJI.Open_SmoothDer	Derivative of Smoothed
3453	DJI.High_SmoothDer	Derivative of Smoothed
3463	DJI.Low_SmoothDer	Derivative of Smoothed
3473	DJI.Close_SmoothDer	Derivative of Smoothed
3493	DJI.Adjusted_SmoothDer	Derivative of Smoothed
3503	STOXX50E.Open_SmoothDer	Derivative of Smoothed
3513	STOXX50E.High_SmoothDer	Derivative of Smoothed
3523	STOXX50E.Low_SmoothDer	Derivative of Smoothed
3533	STOXX50E.Close_SmoothDer	Derivative of Smoothed
3544	STOXX50E.Volume_Log	Log of
3553	STOXX50E.Adjusted_SmoothDer	Derivative of Smoothed
3563	EFA.Open_SmoothDer	Derivative of Smoothed
3573	EFA.High_SmoothDer	Derivative of Smoothed
3583	EFA.Low_SmoothDer	Derivative of Smoothed
3593	EFA.Close_SmoothDer	Derivative of Smoothed
3624	GDP_Log	Log of Gross Domestic Product
3625	GDP_mva365	Gross Domestic Product 365 Day MA
3626	GDP_mva200	Gross Domestic Product 200 Day MA
3627	GDP_mva050	Gross Domestic Product 50 Day MA
3631	FNDEFX_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Federal Government: Nondefense Consumption Expenditures and Gross Investment (SA, Annual Rate)
3633	FNDEFX_SmoothDer	Derivative of Smoothed Federal Government: Nondefense Consumption Expenditures and Gross Investment (SA, Annual Rate)
3634	FNDEFX_Log	Log of Federal Government: Nondefense Consumption Expenditures and Gross Investment (SA, Annual Rate)
3638	FDEFX_YoY	Federal Government: National Defense Consumption Expenditures and Gross Investment (SA, Annual Rate) Year over Year
3644	FDEFX_Log	Log of Federal Government: National Defense Consumption Expenditures and Gross Investment (SA, Annual Rate)
3645	FDEFX_mva365	Federal Government: National Defense Consumption Expenditures and Gross Investment (SA, Annual Rate) 365 Day MA
3646	FDEFX_mva200	Federal Government: National Defense Consumption Expenditures and Gross Investment (SA, Annual Rate) 200 Day MA
3647	FDEFX_mva050	Federal Government: National Defense Consumption Expenditures and Gross Investment (SA, Annual Rate) 50 Day MA
3653	GDPNOW_SmoothDer	Derivative of Smoothed Fed Atlanta GDPNow
3654	GDPNOW_Log	Log of Fed Atlanta GDPNow
3656	GDPNOW_mva200	Fed Atlanta GDPNow 200 Day MA
3657	GDPNOW_mva050	Fed Atlanta GDPNow 50 Day MA
3663	GDPC1_SmoothDer	Derivative of Smoothed Real Gross Domestic Product
3664	GDPC1_Log	Log of Real Gross Domestic Product
3674	GDPDEF_Log	Log of Gross Domestic Product: Implicit Price Deflator
3675	GDPDEF_mva365	Gross Domestic Product: Implicit Price Deflator 365 Day MA
3676	GDPDEF_mva200	Gross Domestic Product: Implicit Price Deflator 200 Day MA
3677	GDPDEF_mva050	Gross Domestic Product: Implicit Price Deflator 50 Day MA
3683	VIG.Open_SmoothDer	Derivative of Smoothed
3693	VIG.High_SmoothDer	Derivative of Smoothed
3703	VIG.Low_SmoothDer	Derivative of Smoothed
3713	VIG.Close_SmoothDer	Derivative of Smoothed
3721	VIG.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3725	VIG.Volume_mva365	365 Day MA
3733	VIG.Adjusted_SmoothDer	Derivative of Smoothed
3741	WLRRAL_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA)
3743	WLRRAL_SmoothDer	Derivative of Smoothed Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA)
3745	WLRRAL_mva365	Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) 365 Day MA
3746	WLRRAL_mva200	Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) 200 Day MA
3747	WLRRAL_mva050	Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) 50 Day MA
3748	FEDFUNDS_YoY	Effective Federal Funds Rate Year over Year
3751	FEDFUNDS_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Effective Federal Funds Rate
3753	FEDFUNDS_SmoothDer	Derivative of Smoothed Effective Federal Funds Rate
3754	FEDFUNDS_Log	Log of Effective Federal Funds Rate
3755	FEDFUNDS_mva365	Effective Federal Funds Rate 365 Day MA
3756	FEDFUNDS_mva200	Effective Federal Funds Rate 200 Day MA
3757	FEDFUNDS_mva050	Effective Federal Funds Rate 50 Day MA
3761	GPDI_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Gross Private Domestic Investment
3763	GPDI_SmoothDer	Derivative of Smoothed Gross Private Domestic Investment
3764	GPDI_Log	Log of Gross Private Domestic Investment
3765	GPDI_mva365	Gross Private Domestic Investment 365 Day MA
3771	W790RC1Q027SBEA_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Net domestic investment: Private: Domestic busines
3773	W790RC1Q027SBEA_SmoothDer	Derivative of Smoothed Net domestic investment: Private: Domestic busines
3774	W790RC1Q027SBEA_Log	Log of Net domestic investment: Private: Domestic busines
3778	MZMV_YoY	Velocity of MZM Money Stock Year over Year
3784	MZMV_Log	Log of Velocity of MZM Money Stock
3785	MZMV_mva365	Velocity of MZM Money Stock 365 Day MA
3786	MZMV_mva200	Velocity of MZM Money Stock 200 Day MA
3787	MZMV_mva050	Velocity of MZM Money Stock 50 Day MA
3788	M1_YoY	M1 Money Stock Year over Year
3794	M1_Log	Log of M1 Money Stock
3795	M1_mva365	M1 Money Stock 365 Day MA
3796	M1_mva200	M1 Money Stock 200 Day MA
3797	M1_mva050	M1 Money Stock 50 Day MA
3798	M2_YoY	M2 Money Stock Year over Year
3804	M2_Log	Log of M2 Money Stock
3805	M2_mva365	M2 Money Stock 365 Day MA
3806	M2_mva200	M2 Money Stock 200 Day MA
3807	M2_mva050	M2 Money Stock 50 Day MA
3813	OPHNFB_SmoothDer	Derivative of Smoothed Nonfarm Business Sector: Real Output Per Hour of All Persons
3814	OPHNFB_Log	Log of Nonfarm Business Sector: Real Output Per Hour of All Persons
3825	IPMAN_mva365	Industrial Production: Manufacturing (NAICS) 365 Day MA
3891	GS5_Smooth	Savitsky-Golay Smoothed (p=3, n=365) 5-Year Treasury Constant Maturity Rate
3894	GS5_Log	Log of 5-Year Treasury Constant Maturity Rate
3895	GS5_mva365	5-Year Treasury Constant Maturity Rate 365 Day MA
3896	GS5_mva200	5-Year Treasury Constant Maturity Rate 200 Day MA
3897	GS5_mva050	5-Year Treasury Constant Maturity Rate 50 Day MA
3898	PSAVERT_YoY	Personal Saving Rate Year over Year
3900	PSAVERT_YoY5	Personal Saving Rate 5 Year over 5 Year
3901	PSAVERT_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Personal Saving Rate
3903	PSAVERT_SmoothDer	Derivative of Smoothed Personal Saving Rate
3910	VIXCLS_YoY5	CBOE Volatility Index 5 Year over 5 Year
3911	VIXCLS_Smooth	Savitsky-Golay Smoothed (p=3, n=365) CBOE Volatility Index
3912	VIXCLS_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15) CBOE Volatility Index
3915	VIXCLS_mva365	CBOE Volatility Index 365 Day MA
3918	VXX.Open_YoY	Year over Year
3938	VXX.Low_YoY	Year over Year
3948	VXX.Close_YoY	Year over Year
3960	VXX.Volume_YoY5	5 Year over 5 Year
3963	VXX.Volume_SmoothDer	Derivative of Smoothed
3964	VXX.Volume_Log	Log of
3968	VXX.Adjusted_YoY	Year over Year
3991	GFDEBTN_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Federal Debt: Total Public Debt
3994	GFDEBTN_Log	Log of Federal Debt: Total Public Debt
3995	GFDEBTN_mva365	Federal Debt: Total Public Debt 365 Day MA
3996	GFDEBTN_mva200	Federal Debt: Total Public Debt 200 Day MA
3997	GFDEBTN_mva050	Federal Debt: Total Public Debt 50 Day MA
4013	EXHOSLUSM495S_SmoothDer	Derivative of Smoothed Existing Home Sales
4024	MSPUS_Log	Log of Median Sales Price of Houses Sold for the United States (NSA)
4025	MSPUS_mva365	Median Sales Price of Houses Sold for the United States (NSA) 365 Day MA
4026	MSPUS_mva200	Median Sales Price of Houses Sold for the United States (NSA) 200 Day MA
4027	MSPUS_mva050	Median Sales Price of Houses Sold for the United States (NSA) 50 Day MA
4028	UMDMNO_YoY	Manufacturers’ New Orders: Durable Goods (NSA) Year over Year
4029	UMDMNO_YoY4	Manufacturers’ New Orders: Durable Goods (NSA) 4 Year over 4 Year
4031	UMDMNO_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Manufacturers’ New Orders: Durable Goods (NSA)
4035	UMDMNO_mva365	Manufacturers’ New Orders: Durable Goods (NSA) 365 Day MA
4045	DGORDER_mva365	Manufacturers’ New Orders: Durable Goods (SA) 365 Day MA
4046	DGORDER_mva200	Manufacturers’ New Orders: Durable Goods (SA) 200 Day MA
4055	CSUSHPINSA_mva365	S&P/Case-Shiller U.S. National Home Price Index (NSA) 365 Day MA
4056	CSUSHPINSA_mva200	S&P/Case-Shiller U.S. National Home Price Index (NSA) 200 Day MA
4061	GFDEGDQ188S_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Federal Debt: Total Public Debt as Percent of Gross Domestic Product
4063	GFDEGDQ188S_SmoothDer	Derivative of Smoothed Federal Debt: Total Public Debt as Percent of Gross Domestic Product
4064	GFDEGDQ188S_Log	Log of Federal Debt: Total Public Debt as Percent of Gross Domestic Product
4068	FYFSD_YoY	Federal Surplus or Deficit Year over Year
4072	FYFSD_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15) Federal Surplus or Deficit
4073	FYFSD_SmoothDer	Derivative of Smoothed Federal Surplus or Deficit
4074	FYFSD_Log	Log of Federal Surplus or Deficit
4075	FYFSD_mva365	Federal Surplus or Deficit 365 Day MA
4076	FYFSD_mva200	Federal Surplus or Deficit 200 Day MA
4077	FYFSD_mva050	Federal Surplus or Deficit 50 Day MA
4078	FYFSGDA188S_YoY	Federal Surplus or Deficit [-] as Percent of Gross Domestic Product Year over Year
4082	FYFSGDA188S_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15) Federal Surplus or Deficit [-] as Percent of Gross Domestic Product
4084	FYFSGDA188S_Log	Log of Federal Surplus or Deficit [-] as Percent of Gross Domestic Product
4085	FYFSGDA188S_mva365	Federal Surplus or Deficit [-] as Percent of Gross Domestic Product 365 Day MA
4086	FYFSGDA188S_mva200	Federal Surplus or Deficit [-] as Percent of Gross Domestic Product 200 Day MA
4087	FYFSGDA188S_mva050	Federal Surplus or Deficit [-] as Percent of Gross Domestic Product 50 Day MA
4131	GDX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
4133	GDX.Volume_SmoothDer	Derivative of Smoothed
4137	GDX.Volume_mva050	50 Day MA
4155	XLE.Open_mva365	365 Day MA
4156	XLE.Open_mva200	200 Day MA
4165	XLE.High_mva365	365 Day MA
4166	XLE.High_mva200	200 Day MA
4175	XLE.Low_mva365	365 Day MA
4176	XLE.Low_mva200	200 Day MA
4185	XLE.Close_mva365	365 Day MA
4186	XLE.Close_mva200	200 Day MA
4205	XLE.Adjusted_mva365	365 Day MA
4206	XLE.Adjusted_mva200	200 Day MA
4215	GSG.Open_mva365	365 Day MA
4225	GSG.High_mva365	365 Day MA
4235	GSG.Low_mva365	365 Day MA
4245	GSG.Close_mva365	365 Day MA
4265	GSG.Adjusted_mva365	365 Day MA
4275	WALCL_mva365	All Federal Reserve Banks: Total Assets 365 Day MA
4279	OUTMS_YoY4	Manufacturing Sector: Real Output 4 Year over 4 Year
4284	OUTMS_Log	Log of Manufacturing Sector: Real Output
4285	OUTMS_mva365	Manufacturing Sector: Real Output 365 Day MA
4286	OUTMS_mva200	Manufacturing Sector: Real Output 200 Day MA
4287	OUTMS_mva050	Manufacturing Sector: Real Output 50 Day MA
4294	MANEMP_Log	Log of All Employees: Manufacturing
4295	MANEMP_mva365	All Employees: Manufacturing 365 Day MA
4296	MANEMP_mva200	All Employees: Manufacturing 200 Day MA
4297	MANEMP_mva050	All Employees: Manufacturing 50 Day MA
4298	PRS30006163_YoY	Manufacturing Sector: Real Output Per Person Year over Year
4299	PRS30006163_YoY4	Manufacturing Sector: Real Output Per Person 4 Year over 4 Year
4304	PRS30006163_Log	Log of Manufacturing Sector: Real Output Per Person
4306	PRS30006163_mva200	Manufacturing Sector: Real Output Per Person 200 Day MA
4307	PRS30006163_mva050	Manufacturing Sector: Real Output Per Person 50 Day MA
4310	BAMLC0A3CA_YoY5	ICE BofAML US Corporate A Option-Adjusted Spread 5 Year over 5 Year
4312	BAMLC0A3CA_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15) ICE BofAML US Corporate A Option-Adjusted Spread
4314	BAMLC0A3CA_Log	Log of ICE BofAML US Corporate A Option-Adjusted Spread
4315	BAMLC0A3CA_mva365	ICE BofAML US Corporate A Option-Adjusted Spread 365 Day MA
4316	BAMLC0A3CA_mva200	ICE BofAML US Corporate A Option-Adjusted Spread 200 Day MA
4320	AAA_YoY5	Moody’s Seasoned Aaa Corporate Bond Yield 5 Year over 5 Year
4321	AAA_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Moody’s Seasoned Aaa Corporate Bond Yield
4324	AAA_Log	Log of Moody’s Seasoned Aaa Corporate Bond Yield
4325	AAA_mva365	Moody’s Seasoned Aaa Corporate Bond Yield 365 Day MA
4326	AAA_mva200	Moody’s Seasoned Aaa Corporate Bond Yield 200 Day MA
4327	AAA_mva050	Moody’s Seasoned Aaa Corporate Bond Yield 50 Day MA
4331	SOFR_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Secured Overnight Financing Rate
4333	SOFR_SmoothDer	Derivative of Smoothed Secured Overnight Financing Rate
4335	SOFR_mva365	Secured Overnight Financing Rate 365 Day MA
4336	SOFR_mva200	Secured Overnight Financing Rate 200 Day MA
4337	SOFR_mva050	Secured Overnight Financing Rate 50 Day MA
4341	SOFRVOL_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Secured Overnight Financing Volume
4345	SOFRVOL_mva365	Secured Overnight Financing Volume 365 Day MA
4348	SOFR99_YoY	Secured Overnight Financing Rate: 99th Percentile Year over Year
4350	SOFR99_YoY5	Secured Overnight Financing Rate: 99th Percentile 5 Year over 5 Year
4351	SOFR99_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Secured Overnight Financing Rate: 99th Percentile
4353	SOFR99_SmoothDer	Derivative of Smoothed Secured Overnight Financing Rate: 99th Percentile
4354	SOFR99_Log	Log of Secured Overnight Financing Rate: 99th Percentile
4355	SOFR99_mva365	Secured Overnight Financing Rate: 99th Percentile 365 Day MA
4356	SOFR99_mva200	Secured Overnight Financing Rate: 99th Percentile 200 Day MA
4357	SOFR99_mva050	Secured Overnight Financing Rate: 99th Percentile 50 Day MA
4361	SOFR75_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Secured Overnight Financing Rate: 75th Percentile
4363	SOFR75_SmoothDer	Derivative of Smoothed Secured Overnight Financing Rate: 75th Percentile
4365	SOFR75_mva365	Secured Overnight Financing Rate: 75th Percentile 365 Day MA
4366	SOFR75_mva200	Secured Overnight Financing Rate: 75th Percentile 200 Day MA
4367	SOFR75_mva050	Secured Overnight Financing Rate: 75th Percentile 50 Day MA
4370	SOFR25_YoY5	Secured Overnight Financing Rate: 25th Percentile 5 Year over 5 Year
4371	SOFR25_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Secured Overnight Financing Rate: 25th Percentile
4373	SOFR25_SmoothDer	Derivative of Smoothed Secured Overnight Financing Rate: 25th Percentile
4374	SOFR25_Log	Log of Secured Overnight Financing Rate: 25th Percentile
4375	SOFR25_mva365	Secured Overnight Financing Rate: 25th Percentile 365 Day MA
4376	SOFR25_mva200	Secured Overnight Financing Rate: 25th Percentile 200 Day MA
4377	SOFR25_mva050	Secured Overnight Financing Rate: 25th Percentile 50 Day MA
4380	SOFR1_YoY5	Secured Overnight Financing Rate: 1st Percentile 5 Year over 5 Year
4381	SOFR1_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Secured Overnight Financing Rate: 1st Percentile
4383	SOFR1_SmoothDer	Derivative of Smoothed Secured Overnight Financing Rate: 1st Percentile
4384	SOFR1_Log	Log of Secured Overnight Financing Rate: 1st Percentile
4385	SOFR1_mva365	Secured Overnight Financing Rate: 1st Percentile 365 Day MA
4386	SOFR1_mva200	Secured Overnight Financing Rate: 1st Percentile 200 Day MA
4387	SOFR1_mva050	Secured Overnight Financing Rate: 1st Percentile 50 Day MA
4391	OBFR_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Overnight Bank Funding Rate
4393	OBFR_SmoothDer	Derivative of Smoothed Overnight Bank Funding Rate
4394	OBFR_Log	Log of Overnight Bank Funding Rate
4395	OBFR_mva365	Overnight Bank Funding Rate 365 Day MA
4396	OBFR_mva200	Overnight Bank Funding Rate 200 Day MA
4397	OBFR_mva050	Overnight Bank Funding Rate 50 Day MA
4401	OBFR99_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Overnight Bank Funding Rate: 99th Percentile
4403	OBFR99_SmoothDer	Derivative of Smoothed Overnight Bank Funding Rate: 99th Percentile
4405	OBFR99_mva365	Overnight Bank Funding Rate: 99th Percentile 365 Day MA
4406	OBFR99_mva200	Overnight Bank Funding Rate: 99th Percentile 200 Day MA
4407	OBFR99_mva050	Overnight Bank Funding Rate: 99th Percentile 50 Day MA
4411	OBFR75_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Overnight Bank Funding Rate: 75th Percentile
4413	OBFR75_SmoothDer	Derivative of Smoothed Overnight Bank Funding Rate: 75th Percentile
4414	OBFR75_Log	Log of Overnight Bank Funding Rate: 75th Percentile
4415	OBFR75_mva365	Overnight Bank Funding Rate: 75th Percentile 365 Day MA
4416	OBFR75_mva200	Overnight Bank Funding Rate: 75th Percentile 200 Day MA
4417	OBFR75_mva050	Overnight Bank Funding Rate: 75th Percentile 50 Day MA
4421	OBFR25_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Overnight Bank Funding Rate: 25th Percentile
4423	OBFR25_SmoothDer	Derivative of Smoothed Overnight Bank Funding Rate: 25th Percentile
4424	OBFR25_Log	Log of Overnight Bank Funding Rate: 25th Percentile
4425	OBFR25_mva365	Overnight Bank Funding Rate: 25th Percentile 365 Day MA
4426	OBFR25_mva200	Overnight Bank Funding Rate: 25th Percentile 200 Day MA
4427	OBFR25_mva050	Overnight Bank Funding Rate: 25th Percentile 50 Day MA
4431	OBFR1_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Overnight Bank Funding Rate: 1st Percentile
4433	OBFR1_SmoothDer	Derivative of Smoothed Overnight Bank Funding Rate: 1st Percentile
4434	OBFR1_Log	Log of Overnight Bank Funding Rate: 1st Percentile
4435	OBFR1_mva365	Overnight Bank Funding Rate: 1st Percentile 365 Day MA
4436	OBFR1_mva200	Overnight Bank Funding Rate: 1st Percentile 200 Day MA
4437	OBFR1_mva050	Overnight Bank Funding Rate: 1st Percentile 50 Day MA
4441	RPONTSYD_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Overnight Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations
4443	RPONTSYD_SmoothDer	Derivative of Smoothed Overnight Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations
4444	RPONTSYD_Log	Log of Overnight Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations
4446	RPONTSYD_mva200	Overnight Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations 200 Day MA
4453	IOER_SmoothDer	Derivative of Smoothed Interest Rate on Excess Reserves
4454	IOER_Log	Log of Interest Rate on Excess Reserves
4455	IOER_mva365	Interest Rate on Excess Reserves 365 Day MA
4456	IOER_mva200	Interest Rate on Excess Reserves 200 Day MA
4457	IOER_mva050	Interest Rate on Excess Reserves 50 Day MA
4463	WRESBAL_SmoothDer	Derivative of Smoothed Reserve Balances with Federal Reserve Banks
4468	EXCSRESNW_YoY	Excess Reserves of Depository Institutions Year over Year
4474	EXCSRESNW_Log	Log of Excess Reserves of Depository Institutions
4475	EXCSRESNW_mva365	Excess Reserves of Depository Institutions 365 Day MA
4476	EXCSRESNW_mva200	Excess Reserves of Depository Institutions 200 Day MA
4477	EXCSRESNW_mva050	Excess Reserves of Depository Institutions 50 Day MA
4478	ECBASSETS_YoY	Central Bank Assets for Euro Area (11-19 Countries) Year over Year
4484	ECBASSETS_Log	Log of Central Bank Assets for Euro Area (11-19 Countries)
4485	ECBASSETS_mva365	Central Bank Assets for Euro Area (11-19 Countries) 365 Day MA
4486	ECBASSETS_mva200	Central Bank Assets for Euro Area (11-19 Countries) 200 Day MA
4487	ECBASSETS_mva050	Central Bank Assets for Euro Area (11-19 Countries) 50 Day MA
4494	EUNNGDP_Log	Log of Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries)
4495	EUNNGDP_mva365	Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries) 365 Day MA
4496	EUNNGDP_mva200	Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries) 200 Day MA
4497	EUNNGDP_mva050	Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries) 50 Day MA
4499	CEU0600000007_YoY4	Average Weekly Hours of Production and Nonsupervisory Employees: Goods-Producing 4 Year over 4 Year
4503	CEU0600000007_SmoothDer	Derivative of Smoothed Average Weekly Hours of Production and Nonsupervisory Employees: Goods-Producing
4504	CEU0600000007_Log	Log of Average Weekly Hours of Production and Nonsupervisory Employees: Goods-Producing
4506	CEU0600000007_mva200	Average Weekly Hours of Production and Nonsupervisory Employees: Goods-Producing 200 Day MA
4507	CEU0600000007_mva050	Average Weekly Hours of Production and Nonsupervisory Employees: Goods-Producing 50 Day MA
4508	CURRENCY_YoY	Currency Component of M1 (Seasonally Adjusted) Year over Year
4514	CURRENCY_Log	Log of Currency Component of M1 (Seasonally Adjusted)
4515	CURRENCY_mva365	Currency Component of M1 (Seasonally Adjusted) 365 Day MA
4516	CURRENCY_mva200	Currency Component of M1 (Seasonally Adjusted) 200 Day MA
4517	CURRENCY_mva050	Currency Component of M1 (Seasonally Adjusted) 50 Day MA
4524	WCURRNS_Log	Log of Currency Component of M1
4525	WCURRNS_mva365	Currency Component of M1 365 Day MA
4526	WCURRNS_mva200	Currency Component of M1 200 Day MA
4527	WCURRNS_mva050	Currency Component of M1 50 Day MA
4529	BOGMBASE_YoY4	Monetary Base; Total 4 Year over 4 Year
4533	BOGMBASE_SmoothDer	Derivative of Smoothed Monetary Base; Total
4538	PRS88003193_YoY	Nonfinancial Corporations Sector: Unit Profits Year over Year
4544	PRS88003193_Log	Log of Nonfinancial Corporations Sector: Unit Profits
4545	PRS88003193_mva365	Nonfinancial Corporations Sector: Unit Profits 365 Day MA
4546	PRS88003193_mva200	Nonfinancial Corporations Sector: Unit Profits 200 Day MA
4547	PRS88003193_mva050	Nonfinancial Corporations Sector: Unit Profits 50 Day MA
4555	PPIACO_mva365	Producer Price Index for All Commodities 365 Day MA
4556	PPIACO_mva200	Producer Price Index for All Commodities 200 Day MA
4565	PCUOMFGOMFG_mva365	Producer Price Index by Industry: Total Manufacturing Industries 365 Day MA
4566	PCUOMFGOMFG_mva200	Producer Price Index by Industry: Total Manufacturing Industries 200 Day MA
4574	POPTHM_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Population (U.S.)
4575	POPTHM_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Population (U.S.)
4578	POPTHM_SmoothDer	Derivative of Smoothed Population (U.S.)
4579	POPTHM_SmoothDer	Derivative of Smoothed Population (U.S.)
4580	POPTHM_Log	Log of Population (U.S.)
4581	POPTHM_Log	Log of Population (U.S.)
4582	POPTHM_mva365	Population (U.S.) 365 Day MA
4583	POPTHM_mva365	Population (U.S.) 365 Day MA
4584	POPTHM_mva200	Population (U.S.) 200 Day MA
4585	POPTHM_mva200	Population (U.S.) 200 Day MA
4586	POPTHM_mva050	Population (U.S.) 50 Day MA
4587	POPTHM_mva050	Population (U.S.) 50 Day MA
4594	POPTHM.1_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
4595	POPTHM.1_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
4598	POPTHM.1_SmoothDer	Derivative of Smoothed
4599	POPTHM.1_SmoothDer	Derivative of Smoothed
4600	POPTHM.1_Log	Log of
4601	POPTHM.1_Log	Log of
4602	POPTHM.1_mva365	365 Day MA
4603	POPTHM.1_mva365	365 Day MA
4604	POPTHM.1_mva200	200 Day MA
4605	POPTHM.1_mva200	200 Day MA
4606	POPTHM.1_mva050	50 Day MA
4607	POPTHM.1_mva050	50 Day MA
4611	CLF16OV_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Civilian Labor Force Level, SA
4615	CLF16OV_mva365	Civilian Labor Force Level, SA 365 Day MA
4616	CLF16OV_mva200	Civilian Labor Force Level, SA 200 Day MA
4625	LNU01000000_mva365	Civilian Labor Force Level, NSA 365 Day MA
4626	LNU01000000_mva200	Civilian Labor Force Level, NSA 200 Day MA
4628	LNU03000000_YoY	Unemployment Level (NSA) Year over Year
4638	UNEMPLOY_YoY	Unemployment Level, seasonally adjusted Year over Year
4655	RSAFS_mva365	Advance Retail Sales: Retail and Food Services 365 Day MA
4656	RSAFS_mva200	Advance Retail Sales: Retail and Food Services 200 Day MA
4657	RSAFS_mva050	Advance Retail Sales: Retail and Food Services 50 Day MA
4659	FRGSHPUSM649NCIS_YoY4	Cass Freight Index: Shipments 4 Year over 4 Year
4661	FRGSHPUSM649NCIS_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Cass Freight Index: Shipments
4663	FRGSHPUSM649NCIS_SmoothDer	Derivative of Smoothed Cass Freight Index: Shipments
4664	FRGSHPUSM649NCIS_Log	Log of Cass Freight Index: Shipments
4665	FRGSHPUSM649NCIS_mva365	Cass Freight Index: Shipments 365 Day MA
4666	FRGSHPUSM649NCIS_mva200	Cass Freight Index: Shipments 200 Day MA
4667	FRGSHPUSM649NCIS_mva050	Cass Freight Index: Shipments 50 Day MA
4673	BOPGTB_SmoothDer	Derivative of Smoothed Trade Balance: Goods, Balance of Payments Basis (SA)
4674	BOPGTB_Log	Log of Trade Balance: Goods, Balance of Payments Basis (SA)
4676	BOPGTB_mva200	Trade Balance: Goods, Balance of Payments Basis (SA) 200 Day MA
4677	BOPGTB_mva050	Trade Balance: Goods, Balance of Payments Basis (SA) 50 Day MA
4678	TERMCBPER24NS_YoY	Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan Year over Year
4681	TERMCBPER24NS_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan
4683	TERMCBPER24NS_SmoothDer	Derivative of Smoothed Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan
4684	TERMCBPER24NS_Log	Log of Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan
4685	TERMCBPER24NS_mva365	Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan 365 Day MA
4686	TERMCBPER24NS_mva200	Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan 200 Day MA
4687	TERMCBPER24NS_mva050	Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan 50 Day MA
4688	A065RC1A027NBEA_YoY	Personal income (NSA) Year over Year
4694	A065RC1A027NBEA_Log	Log of Personal income (NSA)
4695	A065RC1A027NBEA_mva365	Personal income (NSA) 365 Day MA
4696	A065RC1A027NBEA_mva200	Personal income (NSA) 200 Day MA
4697	A065RC1A027NBEA_mva050	Personal income (NSA) 50 Day MA
4704	PI_Log	Log of Personal income (SA)
4705	PI_mva365	Personal income (SA) 365 Day MA
4706	PI_mva200	Personal income (SA) 200 Day MA
4707	PI_mva050	Personal income (SA) 50 Day MA
4714	PCE_Log	Log of Personal Consumption Expenditures (SA)
4715	PCE_mva365	Personal Consumption Expenditures (SA) 365 Day MA
4716	PCE_mva200	Personal Consumption Expenditures (SA) 200 Day MA
4717	PCE_mva050	Personal Consumption Expenditures (SA) 50 Day MA
4724	A053RC1Q027SBEA_Log	Log of National income: Corporate profits before tax (without IVA and CCAdj)
4725	A053RC1Q027SBEA_mva365	National income: Corporate profits before tax (without IVA and CCAdj) 365 Day MA
4726	A053RC1Q027SBEA_mva200	National income: Corporate profits before tax (without IVA and CCAdj) 200 Day MA
4727	A053RC1Q027SBEA_mva050	National income: Corporate profits before tax (without IVA and CCAdj) 50 Day MA
4734	CPROFIT_Log	Log of Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj)
4735	CPROFIT_mva365	Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj) 365 Day MA
4736	CPROFIT_mva200	Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj) 200 Day MA
4737	CPROFIT_mva050	Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj) 50 Day MA
4743	SPY.Open_SmoothDer	Derivative of Smoothed
4753	SPY.High_SmoothDer	Derivative of Smoothed
4763	SPY.Low_SmoothDer	Derivative of Smoothed
4773	SPY.Close_SmoothDer	Derivative of Smoothed
4793	SPY.Adjusted_SmoothDer	Derivative of Smoothed
4803	MDY.Open_SmoothDer	Derivative of Smoothed
4813	MDY.High_SmoothDer	Derivative of Smoothed
4823	MDY.Low_SmoothDer	Derivative of Smoothed
4833	MDY.Close_SmoothDer	Derivative of Smoothed
4853	MDY.Adjusted_SmoothDer	Derivative of Smoothed
4863	EES.Open_SmoothDer	Derivative of Smoothed
4873	EES.High_SmoothDer	Derivative of Smoothed
4883	EES.Low_SmoothDer	Derivative of Smoothed
4893	EES.Close_SmoothDer	Derivative of Smoothed
4904	EES.Volume_Log	Log of
4905	EES.Volume_mva365	365 Day MA
4913	EES.Adjusted_SmoothDer	Derivative of Smoothed
4923	IJR.Open_SmoothDer	Derivative of Smoothed
4933	IJR.High_SmoothDer	Derivative of Smoothed
4943	IJR.Low_SmoothDer	Derivative of Smoothed
4953	IJR.Close_SmoothDer	Derivative of Smoothed
4965	IJR.Volume_mva365	365 Day MA
4973	IJR.Adjusted_SmoothDer	Derivative of Smoothed
4983	VGSTX.Open_SmoothDer	Derivative of Smoothed
4993	VGSTX.High_SmoothDer	Derivative of Smoothed
5003	VGSTX.Low_SmoothDer	Derivative of Smoothed
5013	VGSTX.Close_SmoothDer	Derivative of Smoothed
5018	VGSTX.Volume_YoY	Year over Year
5019	VGSTX.Volume_YoY4	4 Year over 4 Year
5020	VGSTX.Volume_YoY5	5 Year over 5 Year
5021	VGSTX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5022	VGSTX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5023	VGSTX.Volume_SmoothDer	Derivative of Smoothed
5024	VGSTX.Volume_Log	Log of
5025	VGSTX.Volume_mva365	365 Day MA
5026	VGSTX.Volume_mva200	200 Day MA
5027	VGSTX.Volume_mva050	50 Day MA
5033	VGSTX.Adjusted_SmoothDer	Derivative of Smoothed
5043	VFINX.Open_SmoothDer	Derivative of Smoothed
5053	VFINX.High_SmoothDer	Derivative of Smoothed
5063	VFINX.Low_SmoothDer	Derivative of Smoothed
5073	VFINX.Close_SmoothDer	Derivative of Smoothed
5078	VFINX.Volume_YoY	Year over Year
5079	VFINX.Volume_YoY4	4 Year over 4 Year
5080	VFINX.Volume_YoY5	5 Year over 5 Year
5081	VFINX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5082	VFINX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5083	VFINX.Volume_SmoothDer	Derivative of Smoothed
5084	VFINX.Volume_Log	Log of
5085	VFINX.Volume_mva365	365 Day MA
5086	VFINX.Volume_mva200	200 Day MA
5087	VFINX.Volume_mva050	50 Day MA
5093	VFINX.Adjusted_SmoothDer	Derivative of Smoothed
5145	VOE.Volume_mva365	365 Day MA
5163	VOT.Open_SmoothDer	Derivative of Smoothed
5173	VOT.High_SmoothDer	Derivative of Smoothed
5183	VOT.Low_SmoothDer	Derivative of Smoothed
5193	VOT.Close_SmoothDer	Derivative of Smoothed
5205	VOT.Volume_mva365	365 Day MA
5213	VOT.Adjusted_SmoothDer	Derivative of Smoothed
5219	TMFGX.Open_YoY4	4 Year over 4 Year
5220	TMFGX.Open_YoY5	5 Year over 5 Year
5223	TMFGX.Open_SmoothDer	Derivative of Smoothed
5224	TMFGX.Open_Log	Log of
5227	TMFGX.Open_mva050	50 Day MA
5229	TMFGX.High_YoY4	4 Year over 4 Year
5230	TMFGX.High_YoY5	5 Year over 5 Year
5233	TMFGX.High_SmoothDer	Derivative of Smoothed
5234	TMFGX.High_Log	Log of
5237	TMFGX.High_mva050	50 Day MA
5239	TMFGX.Low_YoY4	4 Year over 4 Year
5240	TMFGX.Low_YoY5	5 Year over 5 Year
5243	TMFGX.Low_SmoothDer	Derivative of Smoothed
5244	TMFGX.Low_Log	Log of
5247	TMFGX.Low_mva050	50 Day MA
5249	TMFGX.Close_YoY4	4 Year over 4 Year
5250	TMFGX.Close_YoY5	5 Year over 5 Year
5253	TMFGX.Close_SmoothDer	Derivative of Smoothed
5254	TMFGX.Close_Log	Log of
5257	TMFGX.Close_mva050	50 Day MA
5258	TMFGX.Volume_YoY	Year over Year
5259	TMFGX.Volume_YoY4	4 Year over 4 Year
5260	TMFGX.Volume_YoY5	5 Year over 5 Year
5261	TMFGX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5262	TMFGX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5263	TMFGX.Volume_SmoothDer	Derivative of Smoothed
5264	TMFGX.Volume_Log	Log of
5265	TMFGX.Volume_mva365	365 Day MA
5266	TMFGX.Volume_mva200	200 Day MA
5267	TMFGX.Volume_mva050	50 Day MA
5269	TMFGX.Adjusted_YoY4	4 Year over 4 Year
5270	TMFGX.Adjusted_YoY5	5 Year over 5 Year
5273	TMFGX.Adjusted_SmoothDer	Derivative of Smoothed
5274	TMFGX.Adjusted_Log	Log of
5277	TMFGX.Adjusted_mva050	50 Day MA
5283	IWM.Open_SmoothDer	Derivative of Smoothed
5293	IWM.High_SmoothDer	Derivative of Smoothed
5303	IWM.Low_SmoothDer	Derivative of Smoothed
5313	IWM.Close_SmoothDer	Derivative of Smoothed
5333	IWM.Adjusted_SmoothDer	Derivative of Smoothed
5343	ONEQ.Open_SmoothDer	Derivative of Smoothed
5353	ONEQ.High_SmoothDer	Derivative of Smoothed
5363	ONEQ.Low_SmoothDer	Derivative of Smoothed
5373	ONEQ.Close_SmoothDer	Derivative of Smoothed
5381	ONEQ.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5385	ONEQ.Volume_mva365	365 Day MA
5393	ONEQ.Adjusted_SmoothDer	Derivative of Smoothed
5403	FSMAX.Open_SmoothDer	Derivative of Smoothed
5413	FSMAX.High_SmoothDer	Derivative of Smoothed
5423	FSMAX.Low_SmoothDer	Derivative of Smoothed
5433	FSMAX.Close_SmoothDer	Derivative of Smoothed
5438	FSMAX.Volume_YoY	Year over Year
5439	FSMAX.Volume_YoY4	4 Year over 4 Year
5440	FSMAX.Volume_YoY5	5 Year over 5 Year
5441	FSMAX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5442	FSMAX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5443	FSMAX.Volume_SmoothDer	Derivative of Smoothed
5444	FSMAX.Volume_Log	Log of
5445	FSMAX.Volume_mva365	365 Day MA
5446	FSMAX.Volume_mva200	200 Day MA
5447	FSMAX.Volume_mva050	50 Day MA
5453	FSMAX.Adjusted_SmoothDer	Derivative of Smoothed
5463	FXNAX.Open_SmoothDer	Derivative of Smoothed
5473	FXNAX.High_SmoothDer	Derivative of Smoothed
5483	FXNAX.Low_SmoothDer	Derivative of Smoothed
5493	FXNAX.Close_SmoothDer	Derivative of Smoothed
5498	FXNAX.Volume_YoY	Year over Year
5499	FXNAX.Volume_YoY4	4 Year over 4 Year
5500	FXNAX.Volume_YoY5	5 Year over 5 Year
5501	FXNAX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5502	FXNAX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5503	FXNAX.Volume_SmoothDer	Derivative of Smoothed
5504	FXNAX.Volume_Log	Log of
5505	FXNAX.Volume_mva365	365 Day MA
5506	FXNAX.Volume_mva200	200 Day MA
5507	FXNAX.Volume_mva050	50 Day MA
5513	FXNAX.Adjusted_SmoothDer	Derivative of Smoothed
5523	HAINX.Open_SmoothDer	Derivative of Smoothed
5533	HAINX.High_SmoothDer	Derivative of Smoothed
5543	HAINX.Low_SmoothDer	Derivative of Smoothed
5553	HAINX.Close_SmoothDer	Derivative of Smoothed
5558	HAINX.Volume_YoY	Year over Year
5559	HAINX.Volume_YoY4	4 Year over 4 Year
5560	HAINX.Volume_YoY5	5 Year over 5 Year
5561	HAINX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5562	HAINX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5563	HAINX.Volume_SmoothDer	Derivative of Smoothed
5564	HAINX.Volume_Log	Log of
5565	HAINX.Volume_mva365	365 Day MA
5566	HAINX.Volume_mva200	200 Day MA
5567	HAINX.Volume_mva050	50 Day MA
5573	HAINX.Adjusted_SmoothDer	Derivative of Smoothed
5583	HNACX.Open_SmoothDer	Derivative of Smoothed
5593	HNACX.High_SmoothDer	Derivative of Smoothed
5603	HNACX.Low_SmoothDer	Derivative of Smoothed
5613	HNACX.Close_SmoothDer	Derivative of Smoothed
5618	HNACX.Volume_YoY	Year over Year
5619	HNACX.Volume_YoY4	4 Year over 4 Year
5620	HNACX.Volume_YoY5	5 Year over 5 Year
5621	HNACX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5622	HNACX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5623	HNACX.Volume_SmoothDer	Derivative of Smoothed
5624	HNACX.Volume_Log	Log of
5625	HNACX.Volume_mva365	365 Day MA
5626	HNACX.Volume_mva200	200 Day MA
5627	HNACX.Volume_mva050	50 Day MA
5633	HNACX.Adjusted_SmoothDer	Derivative of Smoothed
5685	VEU.Volume_mva365	365 Day MA
5738	VEIRX.Volume_YoY	Year over Year
5739	VEIRX.Volume_YoY4	4 Year over 4 Year
5740	VEIRX.Volume_YoY5	5 Year over 5 Year
5741	VEIRX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5742	VEIRX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5743	VEIRX.Volume_SmoothDer	Derivative of Smoothed
5744	VEIRX.Volume_Log	Log of
5745	VEIRX.Volume_mva365	365 Day MA
5746	VEIRX.Volume_mva200	200 Day MA
5747	VEIRX.Volume_mva050	50 Day MA
5761	BIL.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5763	BIL.Open_SmoothDer	Derivative of Smoothed
5766	BIL.Open_mva200	200 Day MA
5771	BIL.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5773	BIL.High_SmoothDer	Derivative of Smoothed
5776	BIL.High_mva200	200 Day MA
5781	BIL.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5783	BIL.Low_SmoothDer	Derivative of Smoothed
5786	BIL.Low_mva200	200 Day MA
5791	BIL.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5793	BIL.Close_SmoothDer	Derivative of Smoothed
5796	BIL.Close_mva200	200 Day MA
5805	BIL.Volume_mva365	365 Day MA
5806	BIL.Volume_mva200	200 Day MA
5808	BIL.Adjusted_YoY	Year over Year
5811	BIL.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5813	BIL.Adjusted_SmoothDer	Derivative of Smoothed
5814	BIL.Adjusted_Log	Log of
5815	BIL.Adjusted_mva365	365 Day MA
5816	BIL.Adjusted_mva200	200 Day MA
5817	BIL.Adjusted_mva050	50 Day MA
5823	IVOO.Open_SmoothDer	Derivative of Smoothed
5833	IVOO.High_SmoothDer	Derivative of Smoothed
5843	IVOO.Low_SmoothDer	Derivative of Smoothed
5853	IVOO.Close_SmoothDer	Derivative of Smoothed
5861	IVOO.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5863	IVOO.Volume_SmoothDer	Derivative of Smoothed
5864	IVOO.Volume_Log	Log of
5865	IVOO.Volume_mva365	365 Day MA
5873	IVOO.Adjusted_SmoothDer	Derivative of Smoothed
5883	VO.Open_SmoothDer	Derivative of Smoothed
5893	VO.High_SmoothDer	Derivative of Smoothed
5903	VO.Low_SmoothDer	Derivative of Smoothed
5913	VO.Close_SmoothDer	Derivative of Smoothed
5924	VO.Volume_Log	Log of
5933	VO.Adjusted_SmoothDer	Derivative of Smoothed
5963	CZA.Low_SmoothDer	Derivative of Smoothed
5984	CZA.Volume_Log	Log of
6045	VYM.Volume_mva365	365 Day MA
6063	ACWI.Open_SmoothDer	Derivative of Smoothed
6073	ACWI.High_SmoothDer	Derivative of Smoothed
6083	ACWI.Low_SmoothDer	Derivative of Smoothed
6093	ACWI.Close_SmoothDer	Derivative of Smoothed
6101	ACWI.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6103	ACWI.Volume_SmoothDer	Derivative of Smoothed
6105	ACWI.Volume_mva365	365 Day MA
6107	ACWI.Volume_mva050	50 Day MA
6113	ACWI.Adjusted_SmoothDer	Derivative of Smoothed
6123	SLY.Open_SmoothDer	Derivative of Smoothed
6133	SLY.High_SmoothDer	Derivative of Smoothed
6143	SLY.Low_SmoothDer	Derivative of Smoothed
6153	SLY.Close_SmoothDer	Derivative of Smoothed
6161	SLY.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6164	SLY.Volume_Log	Log of
6173	SLY.Adjusted_SmoothDer	Derivative of Smoothed
6183	QQQ.Open_SmoothDer	Derivative of Smoothed
6193	QQQ.High_SmoothDer	Derivative of Smoothed
6203	QQQ.Low_SmoothDer	Derivative of Smoothed
6213	QQQ.Close_SmoothDer	Derivative of Smoothed
6225	QQQ.Volume_mva365	365 Day MA
6233	QQQ.Adjusted_SmoothDer	Derivative of Smoothed
6243	HYMB.Open_SmoothDer	Derivative of Smoothed
6253	HYMB.High_SmoothDer	Derivative of Smoothed
6263	HYMB.Low_SmoothDer	Derivative of Smoothed
6273	HYMB.Close_SmoothDer	Derivative of Smoothed
6284	HYMB.Volume_Log	Log of
6285	HYMB.Volume_mva365	365 Day MA
6286	HYMB.Volume_mva200	200 Day MA
6293	HYMB.Adjusted_SmoothDer	Derivative of Smoothed
6304	GOLD.Open_Log	Log of
6341	GOLD.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6344	GOLD.Volume_Log	Log of
6345	GOLD.Volume_mva365	365 Day MA
6364	BKR.Open_Log	Log of
6404	BKR.Volume_Log	Log of
6425	SLB.Open_mva365	365 Day MA
6435	SLB.High_mva365	365 Day MA
6445	SLB.Low_mva365	365 Day MA
6455	SLB.Close_mva365	365 Day MA
6475	SLB.Adjusted_mva365	365 Day MA
6484	HAL.Open_Log	Log of
6485	HAL.Open_mva365	365 Day MA
6495	HAL.High_mva365	365 Day MA
6505	HAL.Low_mva365	365 Day MA
6515	HAL.Close_mva365	365 Day MA
6524	HAL.Volume_Log	Log of
6535	HAL.Adjusted_mva365	365 Day MA
6544	IP.Open_Log	Log of
6581	IP.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6583	IP.Volume_SmoothDer	Derivative of Smoothed
6585	IP.Volume_mva365	365 Day MA
6641	PKG.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6643	PKG.Volume_SmoothDer	Derivative of Smoothed
6647	PKG.Volume_mva050	50 Day MA
6761	FDX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6763	FDX.Volume_SmoothDer	Derivative of Smoothed
6766	FDX.Volume_mva200	200 Day MA
6767	FDX.Volume_mva050	50 Day MA
6784	T.Open_Log	Log of
6823	T.Volume_SmoothDer	Derivative of Smoothed
6903	ISMMANPMI_SmoothDer	Derivative of Smoothed Institute of Supply Managment PMI Composite Index
6904	ISMMANPMI_Log	Log of Institute of Supply Managment PMI Composite Index
6913	MULTPLSP500PERATIOMONTH_SmoothDer	Derivative of Smoothed S&P 500 TTM P/E
6924	MULTPLSP500SALESQUARTER_Log	Log of S&P 500 TTM Sales (Not Inflation Adjusted)
6925	MULTPLSP500SALESQUARTER_mva365	S&P 500 TTM Sales (Not Inflation Adjusted) 365 Day MA
6926	MULTPLSP500SALESQUARTER_mva200	S&P 500 TTM Sales (Not Inflation Adjusted) 200 Day MA
6927	MULTPLSP500SALESQUARTER_mva050	S&P 500 TTM Sales (Not Inflation Adjusted) 50 Day MA
6930	MULTPLSP500DIVYIELDMONTH_YoY5	S&P 500 Dividend Yield by Month 5 Year over 5 Year
6935	MULTPLSP500DIVYIELDMONTH_mva365	S&P 500 Dividend Yield by Month 365 Day MA
6936	MULTPLSP500DIVYIELDMONTH_mva200	S&P 500 Dividend Yield by Month 200 Day MA
6945	MULTPLSP500DIVMONTH_mva365	S&P 500 Dividend by Month (Inflation Adjusted) 365 Day MA
6954	CHRISCMEHG1_Log	Log of Copper Futures, Continuous Contract #1 (HG1) (Front Month)
6956	CHRISCMEHG1_mva200	Copper Futures, Continuous Contract #1 (HG1) (Front Month) 200 Day MA
6957	CHRISCMEHG1_mva050	Copper Futures, Continuous Contract #1 (HG1) (Front Month) 50 Day MA
6958	WWDIWLDISAIRGOODMTK1_YoY	Air transport, freight Year over Year
6964	WWDIWLDISAIRGOODMTK1_Log	Log of Air transport, freight
6965	WWDIWLDISAIRGOODMTK1_mva365	Air transport, freight 365 Day MA
6966	WWDIWLDISAIRGOODMTK1_mva200	Air transport, freight 200 Day MA
6967	WWDIWLDISAIRGOODMTK1_mva050	Air transport, freight 50 Day MA
6995	LBMAGOLD.GBP_AM_mva365	365 Day MA
6996	LBMAGOLD.GBP_AM_mva200	200 Day MA
7005	LBMAGOLD.GBP_PM_mva365	365 Day MA
7006	LBMAGOLD.GBP_PM_mva200	200 Day MA
7015	LBMAGOLD.EURO_AM_mva365	365 Day MA
7025	LBMAGOLD.EURO_PM_mva365	365 Day MA
7028	PETA103600001M_YoY	U.S. Total Gasoline Retail Sales by Refiners, Monthly Year over Year
7034	PETA103600001M_Log	Log of U.S. Total Gasoline Retail Sales by Refiners, Monthly
7044	PETA123600001M_Log	Log of U.S. Regular Gasoline Retail Sales by Refiners, Monthly
7046	PETA123600001M_mva200	U.S. Regular Gasoline Retail Sales by Refiners, Monthly 200 Day MA
7047	PETA123600001M_mva050	U.S. Regular Gasoline Retail Sales by Refiners, Monthly 50 Day MA
7048	PETA143B00001M_YoY	U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly Year over Year
7049	PETA143B00001M_YoY4	U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly 4 Year over 4 Year
7050	PETA143B00001M_YoY5	U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly 5 Year over 5 Year
7054	PETA143B00001M_Log	Log of U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly
7055	PETA143B00001M_mva365	U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly 365 Day MA
7056	PETA143B00001M_mva200	U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly 200 Day MA
7057	PETA143B00001M_mva050	U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly 50 Day MA
7059	PETA133B00001M_YoY4	U.S. Premium Gasoline Bulk Sales (Volume) by Refiners, Monthly 4 Year over 4 Year
7061	PETA133B00001M_Smooth	Savitsky-Golay Smoothed (p=3, n=365) U.S. Premium Gasoline Bulk Sales (Volume) by Refiners, Monthly
7063	PETA133B00001M_SmoothDer	Derivative of Smoothed U.S. Premium Gasoline Bulk Sales (Volume) by Refiners, Monthly
7064	PETA133B00001M_Log	Log of U.S. Premium Gasoline Bulk Sales (Volume) by Refiners, Monthly
7070	TOTALOGNRPUSM_YoY5	Crude Oil and Natural Gas Rotary Rigs in Operation, Total, Monthly 5 Year over 5 Year
7074	TOTALOGNRPUSM_Log	Log of Crude Oil and Natural Gas Rotary Rigs in Operation, Total, Monthly
7075	TOTALOGNRPUSM_mva365	Crude Oil and Natural Gas Rotary Rigs in Operation, Total, Monthly 365 Day MA
7076	TOTALOGNRPUSM_mva200	Crude Oil and Natural Gas Rotary Rigs in Operation, Total, Monthly 200 Day MA
7077	TOTALOGNRPUSM_mva050	Crude Oil and Natural Gas Rotary Rigs in Operation, Total, Monthly 50 Day MA
7080	TOTALPANRPUSM_YoY5	Crude Oil Rotary Rigs in Operation, Monthly 5 Year over 5 Year
7084	TOTALPANRPUSM_Log	Log of Crude Oil Rotary Rigs in Operation, Monthly
7085	TOTALPANRPUSM_mva365	Crude Oil Rotary Rigs in Operation, Monthly 365 Day MA
7086	TOTALPANRPUSM_mva200	Crude Oil Rotary Rigs in Operation, Monthly 200 Day MA
7087	TOTALPANRPUSM_mva050	Crude Oil Rotary Rigs in Operation, Monthly 50 Day MA
7090	TOTALNGNRPUSM_YoY5	Natural Gas Rotary Rigs in Operation, Monthly 5 Year over 5 Year
7094	TOTALNGNRPUSM_Log	Log of Natural Gas Rotary Rigs in Operation, Monthly
7095	TOTALNGNRPUSM_mva365	Natural Gas Rotary Rigs in Operation, Monthly 365 Day MA
7096	TOTALNGNRPUSM_mva200	Natural Gas Rotary Rigs in Operation, Monthly 200 Day MA
7097	TOTALNGNRPUSM_mva050	Natural Gas Rotary Rigs in Operation, Monthly 50 Day MA
7104	BKRTotal_Log	Log of Total Rig Count
7105	BKRTotal_mva365	Total Rig Count 365 Day MA
7106	BKRTotal_mva200	Total Rig Count 200 Day MA
7107	BKRTotal_mva050	Total Rig Count 50 Day MA
7114	BKRGas_Log	Log of Gas Rig Count
7115	BKRGas_mva365	Gas Rig Count 365 Day MA
7116	BKRGas_mva200	Gas Rig Count 200 Day MA
7117	BKRGas_mva050	Gas Rig Count 50 Day MA
7124	BKROil_Log	Log of Oil Rig Count
7125	BKROil_mva365	Oil Rig Count 365 Day MA
7126	BKROil_mva200	Oil Rig Count 200 Day MA
7127	BKROil_mva050	Oil Rig Count 50 Day MA
7128	FARMINCOME_YoY	Net Farm Income Year over Year
7134	FARMINCOME_Log	Log of Net Farm Income
7135	FARMINCOME_mva365	Net Farm Income 365 Day MA
7136	FARMINCOME_mva200	Net Farm Income 200 Day MA
7137	FARMINCOME_mva050	Net Farm Income 50 Day MA
7141	OPEARNINGSPERSHARE_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Operating Earnings per Share
7144	OPEARNINGSPERSHARE_Log	Log of Operating Earnings per Share
7145	OPEARNINGSPERSHARE_mva365	Operating Earnings per Share 365 Day MA
7146	OPEARNINGSPERSHARE_mva200	Operating Earnings per Share 200 Day MA
7147	OPEARNINGSPERSHARE_mva050	Operating Earnings per Share 50 Day MA
7151	AREARNINGSPERSHARE_Smooth	Savitsky-Golay Smoothed (p=3, n=365) As-Reported Earnings per Share
7154	AREARNINGSPERSHARE_Log	Log of As-Reported Earnings per Share
7155	AREARNINGSPERSHARE_mva365	As-Reported Earnings per Share 365 Day MA
7156	AREARNINGSPERSHARE_mva200	As-Reported Earnings per Share 200 Day MA
7157	AREARNINGSPERSHARE_mva050	As-Reported Earnings per Share 50 Day MA
7161	CASHDIVIDENDSPERSHR_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Cash Dividends per Share
7164	CASHDIVIDENDSPERSHR_Log	Log of Cash Dividends per Share
7165	CASHDIVIDENDSPERSHR_mva365	Cash Dividends per Share 365 Day MA
7166	CASHDIVIDENDSPERSHR_mva200	Cash Dividends per Share 200 Day MA
7167	CASHDIVIDENDSPERSHR_mva050	Cash Dividends per Share 50 Day MA
7171	SALESPERSHR_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Sales per Share
7174	SALESPERSHR_Log	Log of Sales per Share
7175	SALESPERSHR_mva365	Sales per Share 365 Day MA
7176	SALESPERSHR_mva200	Sales per Share 200 Day MA
7177	SALESPERSHR_mva050	Sales per Share 50 Day MA
7181	BOOKVALPERSHR_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Book value per Share
7184	BOOKVALPERSHR_Log	Log of Book value per Share
7185	BOOKVALPERSHR_mva365	Book value per Share 365 Day MA
7186	BOOKVALPERSHR_mva200	Book value per Share 200 Day MA
7187	BOOKVALPERSHR_mva050	Book value per Share 50 Day MA
7191	CAPEXPERSHR_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Cap ex per Share
7194	CAPEXPERSHR_Log	Log of Cap ex per Share
7195	CAPEXPERSHR_mva365	Cap ex per Share 365 Day MA
7196	CAPEXPERSHR_mva200	Cap ex per Share 200 Day MA
7197	CAPEXPERSHR_mva050	Cap ex per Share 50 Day MA
7201	PRICE_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Price
7204	PRICE_Log	Log of Price
7205	PRICE_mva365	Price 365 Day MA
7206	PRICE_mva200	Price 200 Day MA
7207	PRICE_mva050	Price 50 Day MA
7211	OPEARNINGSTTM_Smooth	Savitsky-Golay Smoothed (p=3, n=365) TTM Operating Earnings
7214	OPEARNINGSTTM_Log	Log of TTM Operating Earnings
7215	OPEARNINGSTTM_mva365	TTM Operating Earnings 365 Day MA
7216	OPEARNINGSTTM_mva200	TTM Operating Earnings 200 Day MA
7217	OPEARNINGSTTM_mva050	TTM Operating Earnings 50 Day MA
7221	AREARNINGSTTM_Smooth	Savitsky-Golay Smoothed (p=3, n=365) TTM Reported Earnings
7224	AREARNINGSTTM_Log	Log of TTM Reported Earnings
7225	AREARNINGSTTM_mva365	TTM Reported Earnings 365 Day MA
7226	AREARNINGSTTM_mva200	TTM Reported Earnings 200 Day MA
7227	AREARNINGSTTM_mva050	TTM Reported Earnings 50 Day MA
7229	FINRAMarginDebt_YoY4	Margin Debt 4 Year over 4 Year
7233	FINRAMarginDebt_SmoothDer	Derivative of Smoothed Margin Debt
7234	FINRAMarginDebt_Log	Log of Margin Debt
7237	FINRAMarginDebt_mva050	Margin Debt 50 Day MA
7244	FINRAFreeCreditMargin_Log	Log of Free Credit Balances in Customers’ Securities Margin Accounts
7246	FINRAFreeCreditMargin_mva200	Free Credit Balances in Customers’ Securities Margin Accounts 200 Day MA
7247	FINRAFreeCreditMargin_mva050	Free Credit Balances in Customers’ Securities Margin Accounts 50 Day MA
7248	OCCEquityVolume_YoY	Equity Options Volume Year over Year
7254	OCCEquityVolume_Log	Log of Equity Options Volume
7255	OCCEquityVolume_mva365	Equity Options Volume 365 Day MA
7256	OCCEquityVolume_mva200	Equity Options Volume 200 Day MA
7257	OCCEquityVolume_mva050	Equity Options Volume 50 Day MA
7258	OCCNonEquityVolume_YoY	Non-Equity Options Volume Year over Year
7264	OCCNonEquityVolume_Log	Log of Non-Equity Options Volume
7265	OCCNonEquityVolume_mva365	Non-Equity Options Volume 365 Day MA
7266	OCCNonEquityVolume_mva200	Non-Equity Options Volume 200 Day MA
7267	OCCNonEquityVolume_mva050	Non-Equity Options Volume 50 Day MA
7281	BUSLOANS.minus.BUSLOANSNSA_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Business Loans (Montlhy) SA - NSA
7283	BUSLOANS.minus.BUSLOANSNSA_SmoothDer	Derivative of Smoothed Business Loans (Montlhy) SA - NSA
7284	BUSLOANS.minus.BUSLOANSNSA_Log	Log of Business Loans (Montlhy) SA - NSA
7287	BUSLOANS.minus.BUSLOANSNSA_mva050	Business Loans (Montlhy) SA - NSA 50 Day MA
7291	BUSLOANS.minus.BUSLOANSNSA.by.GDP_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Business Loans (Montlhy) SA - NSA divided by GDP
7293	BUSLOANS.minus.BUSLOANSNSA.by.GDP_SmoothDer	Derivative of Smoothed Business Loans (Montlhy) SA - NSA divided by GDP
7294	BUSLOANS.minus.BUSLOANSNSA.by.GDP_Log	Log of Business Loans (Montlhy) SA - NSA divided by GDP
7297	BUSLOANS.minus.BUSLOANSNSA.by.GDP_mva050	Business Loans (Montlhy) SA - NSA divided by GDP 50 Day MA
7300	BUSLOANS.by.GDP_YoY5	Business Loans Normalized by GDP 5 Year over 5 Year
7304	BUSLOANS.by.GDP_Log	Log of Business Loans Normalized by GDP
7305	BUSLOANS.by.GDP_mva365	Business Loans Normalized by GDP 365 Day MA
7306	BUSLOANS.by.GDP_mva200	Business Loans Normalized by GDP 200 Day MA
7307	BUSLOANS.by.GDP_mva050	Business Loans Normalized by GDP 50 Day MA
7310	BUSLOANS.INTEREST_YoY5	Business Loans (Monthly, SA) Adjusted Interest Burdens 5 Year over 5 Year
7311	BUSLOANS.INTEREST_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Business Loans (Monthly, SA) Adjusted Interest Burdens
7312	BUSLOANS.INTEREST_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15) Business Loans (Monthly, SA) Adjusted Interest Burdens
7315	BUSLOANS.INTEREST_mva365	Business Loans (Monthly, SA) Adjusted Interest Burdens 365 Day MA
7316	BUSLOANS.INTEREST_mva200	Business Loans (Monthly, SA) Adjusted Interest Burdens 200 Day MA
7317	BUSLOANS.INTEREST_mva050	Business Loans (Monthly, SA) Adjusted Interest Burdens 50 Day MA
7320	BUSLOANS.INTEREST.by.GDP_YoY5	Business Loans (Monthly, SA) Adjusted Interest Burden Divided by GDP 5 Year over 5 Year
7321	BUSLOANS.INTEREST.by.GDP_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Business Loans (Monthly, SA) Adjusted Interest Burden Divided by GDP
7322	BUSLOANS.INTEREST.by.GDP_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15) Business Loans (Monthly, SA) Adjusted Interest Burden Divided by GDP
7325	BUSLOANS.INTEREST.by.GDP_mva365	Business Loans (Monthly, SA) Adjusted Interest Burden Divided by GDP 365 Day MA
7326	BUSLOANS.INTEREST.by.GDP_mva200	Business Loans (Monthly, SA) Adjusted Interest Burden Divided by GDP 200 Day MA
7327	BUSLOANS.INTEREST.by.GDP_mva050	Business Loans (Monthly, SA) Adjusted Interest Burden Divided by GDP 50 Day MA
7330	BUSLOANSNSA.by.GDP_YoY5	Business Loans Normalized by GDP 5 Year over 5 Year
7334	BUSLOANSNSA.by.GDP_Log	Log of Business Loans Normalized by GDP
7335	BUSLOANSNSA.by.GDP_mva365	Business Loans Normalized by GDP 365 Day MA
7336	BUSLOANSNSA.by.GDP_mva200	Business Loans Normalized by GDP 200 Day MA
7337	BUSLOANSNSA.by.GDP_mva050	Business Loans Normalized by GDP 50 Day MA
7338	TOTCI.by.GDP_YoY	Business Loans (Weekly, SA) Normalized by GDP Year over Year
7341	TOTCI.by.GDP_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Business Loans (Weekly, SA) Normalized by GDP
7344	TOTCI.by.GDP_Log	Log of Business Loans (Weekly, SA) Normalized by GDP
7345	TOTCI.by.GDP_mva365	Business Loans (Weekly, SA) Normalized by GDP 365 Day MA
7346	TOTCI.by.GDP_mva200	Business Loans (Weekly, SA) Normalized by GDP 200 Day MA
7347	TOTCI.by.GDP_mva050	Business Loans (Weekly, SA) Normalized by GDP 50 Day MA
7348	TOTCINSA.by.GDP_YoY	Business Loans (Weekly, NSA) Normalized by GDP Year over Year
7351	TOTCINSA.by.GDP_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Business Loans (Weekly, NSA) Normalized by GDP
7355	TOTCINSA.by.GDP_mva365	Business Loans (Weekly, NSA) Normalized by GDP 365 Day MA
7356	TOTCINSA.by.GDP_mva200	Business Loans (Weekly, NSA) Normalized by GDP 200 Day MA
7357	TOTCINSA.by.GDP_mva050	Business Loans (Weekly, NSA) Normalized by GDP 50 Day MA
7361	TOTCINSA.INTEREST_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Business Loans (Weekly, NSA) Adjusted Interest Burdens
7362	TOTCINSA.INTEREST_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15) Business Loans (Weekly, NSA) Adjusted Interest Burdens
7365	TOTCINSA.INTEREST_mva365	Business Loans (Weekly, NSA) Adjusted Interest Burdens 365 Day MA
7366	TOTCINSA.INTEREST_mva200	Business Loans (Weekly, NSA) Adjusted Interest Burdens 200 Day MA
7367	TOTCINSA.INTEREST_mva050	Business Loans (Weekly, NSA) Adjusted Interest Burdens 50 Day MA
7370	TOTCINSA.INTEREST.by.GDP_YoY5	Business Loans (weekly, NSA) Adjusted Interest Burden Divided by GDP 5 Year over 5 Year
7371	TOTCINSA.INTEREST.by.GDP_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Business Loans (weekly, NSA) Adjusted Interest Burden Divided by GDP
7372	TOTCINSA.INTEREST.by.GDP_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15) Business Loans (weekly, NSA) Adjusted Interest Burden Divided by GDP
7375	TOTCINSA.INTEREST.by.GDP_mva365	Business Loans (weekly, NSA) Adjusted Interest Burden Divided by GDP 365 Day MA
7376	TOTCINSA.INTEREST.by.GDP_mva200	Business Loans (weekly, NSA) Adjusted Interest Burden Divided by GDP 200 Day MA
7377	TOTCINSA.INTEREST.by.GDP_mva050	Business Loans (weekly, NSA) Adjusted Interest Burden Divided by GDP 50 Day MA
7378	W875RX1.by.GDP_YoY	Real Personal Income Normalized by GDP Year over Year
7380	W875RX1.by.GDP_YoY5	Real Personal Income Normalized by GDP 5 Year over 5 Year
7381	W875RX1.by.GDP_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Real Personal Income Normalized by GDP
7383	W875RX1.by.GDP_SmoothDer	Derivative of Smoothed Real Personal Income Normalized by GDP
7384	W875RX1.by.GDP_Log	Log of Real Personal Income Normalized by GDP
7387	W875RX1.by.GDP_mva050	Real Personal Income Normalized by GDP 50 Day MA
7388	A065RC1A027NBEA.by.GDP_YoY	Personal Income (NSA) Normalized by GDP Year over Year
7390	A065RC1A027NBEA.by.GDP_YoY5	Personal Income (NSA) Normalized by GDP 5 Year over 5 Year
7393	A065RC1A027NBEA.by.GDP_SmoothDer	Derivative of Smoothed Personal Income (NSA) Normalized by GDP
7394	A065RC1A027NBEA.by.GDP_Log	Log of Personal Income (NSA) Normalized by GDP
7398	PI.by.GDP_YoY	Personal Income (SA) Normalized by GDP Year over Year
7400	PI.by.GDP_YoY5	Personal Income (SA) Normalized by GDP 5 Year over 5 Year
7401	PI.by.GDP_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Personal Income (SA) Normalized by GDP
7403	PI.by.GDP_SmoothDer	Derivative of Smoothed Personal Income (SA) Normalized by GDP
7404	PI.by.GDP_Log	Log of Personal Income (SA) Normalized by GDP
7406	PI.by.GDP_mva200	Personal Income (SA) Normalized by GDP 200 Day MA
7407	PI.by.GDP_mva050	Personal Income (SA) Normalized by GDP 50 Day MA
7409	A053RC1Q027SBEA.by.GDP_YoY4	National income: Corporate profits before tax (without IVA and CCAdj) Normalized by GDP 4 Year over 4 Year
7414	A053RC1Q027SBEA.by.GDP_Log	Log of National income: Corporate profits before tax (without IVA and CCAdj) Normalized by GDP
7415	A053RC1Q027SBEA.by.GDP_mva365	National income: Corporate profits before tax (without IVA and CCAdj) Normalized by GDP 365 Day MA
7416	A053RC1Q027SBEA.by.GDP_mva200	National income: Corporate profits before tax (without IVA and CCAdj) Normalized by GDP 200 Day MA
7417	A053RC1Q027SBEA.by.GDP_mva050	National income: Corporate profits before tax (without IVA and CCAdj) Normalized by GDP 50 Day MA
7418	CPROFIT.by.GDP_YoY	National income: Corporate profits before tax (with IVA and CCAdj) Normalized by GDP Year over Year
7424	CPROFIT.by.GDP_Log	Log of National income: Corporate profits before tax (with IVA and CCAdj) Normalized by GDP
7426	CPROFIT.by.GDP_mva200	National income: Corporate profits before tax (with IVA and CCAdj) Normalized by GDP 200 Day MA
7427	CPROFIT.by.GDP_mva050	National income: Corporate profits before tax (with IVA and CCAdj) Normalized by GDP 50 Day MA
7431	CONSUMERNSA.by.GDP_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Consumer Loans Not Seasonally Adjusted divided by GDP
7433	CONSUMERNSA.by.GDP_SmoothDer	Derivative of Smoothed Consumer Loans Not Seasonally Adjusted divided by GDP
7434	CONSUMERNSA.by.GDP_Log	Log of Consumer Loans Not Seasonally Adjusted divided by GDP
7435	CONSUMERNSA.by.GDP_mva365	Consumer Loans Not Seasonally Adjusted divided by GDP 365 Day MA
7436	CONSUMERNSA.by.GDP_mva200	Consumer Loans Not Seasonally Adjusted divided by GDP 200 Day MA
7437	CONSUMERNSA.by.GDP_mva050	Consumer Loans Not Seasonally Adjusted divided by GDP 50 Day MA
7438	RREACBM027NBOG.by.GDP_YoY	Residental Real Estate Loans (Monthly, NSA) divided by GDP Year over Year
7439	RREACBM027NBOG.by.GDP_YoY4	Residental Real Estate Loans (Monthly, NSA) divided by GDP 4 Year over 4 Year
7443	RREACBM027NBOG.by.GDP_SmoothDer	Derivative of Smoothed Residental Real Estate Loans (Monthly, NSA) divided by GDP
7444	RREACBM027NBOG.by.GDP_Log	Log of Residental Real Estate Loans (Monthly, NSA) divided by GDP
7445	RREACBM027NBOG.by.GDP_mva365	Residental Real Estate Loans (Monthly, NSA) divided by GDP 365 Day MA
7446	RREACBM027NBOG.by.GDP_mva200	Residental Real Estate Loans (Monthly, NSA) divided by GDP 200 Day MA
7447	RREACBM027NBOG.by.GDP_mva050	Residental Real Estate Loans (Monthly, NSA) divided by GDP 50 Day MA
7449	RREACBM027SBOG.by.GDP_YoY4	Residental Real Estate Loans (Monthly, SA) divided by GDP 4 Year over 4 Year
7450	RREACBM027SBOG.by.GDP_YoY5	Residental Real Estate Loans (Monthly, SA) divided by GDP 5 Year over 5 Year
7454	RREACBM027SBOG.by.GDP_Log	Log of Residental Real Estate Loans (Monthly, SA) divided by GDP
7455	RREACBM027SBOG.by.GDP_mva365	Residental Real Estate Loans (Monthly, SA) divided by GDP 365 Day MA
7456	RREACBM027SBOG.by.GDP_mva200	Residental Real Estate Loans (Monthly, SA) divided by GDP 200 Day MA
7457	RREACBM027SBOG.by.GDP_mva050	Residental Real Estate Loans (Monthly, SA) divided by GDP 50 Day MA
7461	RREACBW027SBOG.by.GDP_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Residental Real Estate Loans (Weekly, SA) divided by GDP
7463	RREACBW027SBOG.by.GDP_SmoothDer	Derivative of Smoothed Residental Real Estate Loans (Weekly, SA) divided by GDP
7464	RREACBW027SBOG.by.GDP_Log	Log of Residental Real Estate Loans (Weekly, SA) divided by GDP
7465	RREACBW027SBOG.by.GDP_mva365	Residental Real Estate Loans (Weekly, SA) divided by GDP 365 Day MA
7466	RREACBW027SBOG.by.GDP_mva200	Residental Real Estate Loans (Weekly, SA) divided by GDP 200 Day MA
7467	RREACBW027SBOG.by.GDP_mva050	Residental Real Estate Loans (Weekly, SA) divided by GDP 50 Day MA
7471	RREACBW027NBOG.by.GDP_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Residental Real Estate Loans (Weekly, NSA) divided by GDP
7473	RREACBW027NBOG.by.GDP_SmoothDer	Derivative of Smoothed Residental Real Estate Loans (Weekly, NSA) divided by GDP
7474	RREACBW027NBOG.by.GDP_Log	Log of Residental Real Estate Loans (Weekly, NSA) divided by GDP
7475	RREACBW027NBOG.by.GDP_mva365	Residental Real Estate Loans (Weekly, NSA) divided by GDP 365 Day MA
7476	RREACBW027NBOG.by.GDP_mva200	Residental Real Estate Loans (Weekly, NSA) divided by GDP 200 Day MA
7477	RREACBW027NBOG.by.GDP_mva050	Residental Real Estate Loans (Weekly, NSA) divided by GDP 50 Day MA
7478	UMDMNO.by.GDP_YoY	Durable Goods (Monthly, NSA) divided by GDP Year over Year
7479	UMDMNO.by.GDP_YoY4	Durable Goods (Monthly, NSA) divided by GDP 4 Year over 4 Year
7481	UMDMNO.by.GDP_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Durable Goods (Monthly, NSA) divided by GDP
7485	UMDMNO.by.GDP_mva365	Durable Goods (Monthly, NSA) divided by GDP 365 Day MA
7491	DGORDER.by.GDP_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Durable Goods (Monthly, NSA) divided by GDP
7495	DGORDER.by.GDP_mva365	Durable Goods (Monthly, NSA) divided by GDP 365 Day MA
7496	DGORDER.by.GDP_mva200	Durable Goods (Monthly, NSA) divided by GDP 200 Day MA
7498	ASHMA.by.GDP_YoY	Home Mortgages (Quarterly, NSA) divided by GDP Year over Year
7499	ASHMA.by.GDP_YoY4	Home Mortgages (Quarterly, NSA) divided by GDP 4 Year over 4 Year
7500	ASHMA.by.GDP_YoY5	Home Mortgages (Quarterly, NSA) divided by GDP 5 Year over 5 Year
7504	ASHMA.by.GDP_Log	Log of Home Mortgages (Quarterly, NSA) divided by GDP
7506	ASHMA.by.GDP_mva200	Home Mortgages (Quarterly, NSA) divided by GDP 200 Day MA
7507	ASHMA.by.GDP_mva050	Home Mortgages (Quarterly, NSA) divided by GDP 50 Day MA
7511	ASHMA.INTEREST_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens
7515	ASHMA.INTEREST_mva365	Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens 365 Day MA
7516	ASHMA.INTEREST_mva200	Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens 200 Day MA
7517	ASHMA.INTEREST_mva050	Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens 50 Day MA
7521	ASHMA.INTEREST.by.GDP_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens Divided by GDP
7525	ASHMA.INTEREST.by.GDP_mva365	Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens Divided by GDP 365 Day MA
7526	ASHMA.INTEREST.by.GDP_mva200	Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens Divided by GDP 200 Day MA
7527	ASHMA.INTEREST.by.GDP_mva050	Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens Divided by GDP 50 Day MA
7531	CONSUMERNSA.INTEREST_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Consumer Loans (Not Seasonally Adjusted) Interest Burdens
7533	CONSUMERNSA.INTEREST_SmoothDer	Derivative of Smoothed Consumer Loans (Not Seasonally Adjusted) Interest Burdens
7534	CONSUMERNSA.INTEREST_Log	Log of Consumer Loans (Not Seasonally Adjusted) Interest Burdens
7535	CONSUMERNSA.INTEREST_mva365	Consumer Loans (Not Seasonally Adjusted) Interest Burdens 365 Day MA
7536	CONSUMERNSA.INTEREST_mva200	Consumer Loans (Not Seasonally Adjusted) Interest Burdens 200 Day MA
7537	CONSUMERNSA.INTEREST_mva050	Consumer Loans (Not Seasonally Adjusted) Interest Burdens 50 Day MA
7538	CONSUMERNSA.INTEREST.by.GDP_YoY	Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP Year over Year
7541	CONSUMERNSA.INTEREST.by.GDP_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP
7543	CONSUMERNSA.INTEREST.by.GDP_SmoothDer	Derivative of Smoothed Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP
7544	CONSUMERNSA.INTEREST.by.GDP_Log	Log of Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP
7545	CONSUMERNSA.INTEREST.by.GDP_mva365	Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP 365 Day MA
7546	CONSUMERNSA.INTEREST.by.GDP_mva200	Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP 200 Day MA
7547	CONSUMERNSA.INTEREST.by.GDP_mva050	Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP 50 Day MA
7554	TOTLNNSA_Log	Log of Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA)
7555	TOTLNNSA_mva365	Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA) 365 Day MA
7556	TOTLNNSA_mva200	Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA) 200 Day MA
7557	TOTLNNSA_mva050	Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA) 50 Day MA
7561	TOTLNNSA.by.GDP_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Total Loans Not Seasonally Adjusted divided by GDP
7564	TOTLNNSA.by.GDP_Log	Log of Total Loans Not Seasonally Adjusted divided by GDP
7565	TOTLNNSA.by.GDP_mva365	Total Loans Not Seasonally Adjusted divided by GDP 365 Day MA
7566	TOTLNNSA.by.GDP_mva200	Total Loans Not Seasonally Adjusted divided by GDP 200 Day MA
7567	TOTLNNSA.by.GDP_mva050	Total Loans Not Seasonally Adjusted divided by GDP 50 Day MA
7570	TOTLNNSA.INTEREST_YoY5	Total Loans Not Seasonally Adjusted Interest Burdens 5 Year over 5 Year
7571	TOTLNNSA.INTEREST_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Total Loans Not Seasonally Adjusted Interest Burdens
7572	TOTLNNSA.INTEREST_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15) Total Loans Not Seasonally Adjusted Interest Burdens
7575	TOTLNNSA.INTEREST_mva365	Total Loans Not Seasonally Adjusted Interest Burdens 365 Day MA
7576	TOTLNNSA.INTEREST_mva200	Total Loans Not Seasonally Adjusted Interest Burdens 200 Day MA
7577	TOTLNNSA.INTEREST_mva050	Total Loans Not Seasonally Adjusted Interest Burdens 50 Day MA
7580	TOTLNNSA.INTEREST.by.GDP_YoY5	Total Loans Not Seasonally Adjusted Interest Burden Divided by GDP 5 Year over 5 Year
7581	TOTLNNSA.INTEREST.by.GDP_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Total Loans Not Seasonally Adjusted Interest Burden Divided by GDP
7582	TOTLNNSA.INTEREST.by.GDP_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15) Total Loans Not Seasonally Adjusted Interest Burden Divided by GDP
7585	TOTLNNSA.INTEREST.by.GDP_mva365	Total Loans Not Seasonally Adjusted Interest Burden Divided by GDP 365 Day MA
7586	TOTLNNSA.INTEREST.by.GDP_mva200	Total Loans Not Seasonally Adjusted Interest Burden Divided by GDP 200 Day MA
7587	TOTLNNSA.INTEREST.by.GDP_mva050	Total Loans Not Seasonally Adjusted Interest Burden Divided by GDP 50 Day MA
7593	WRESBAL.by.GDP_SmoothDer	Derivative of Smoothed Reserve Balances with Federal Reserve Banks Divided by GDP
7598	EXCSRESNW.by.GDP_YoY	Excess Reserves of Depository Institutions Divided by GDP Year over Year
7603	EXCSRESNW.by.GDP_SmoothDer	Derivative of Smoothed Excess Reserves of Depository Institutions Divided by GDP
7604	EXCSRESNW.by.GDP_Log	Log of Excess Reserves of Depository Institutions Divided by GDP
7611	WLRRAL.by.GDP_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) Divided by GDP
7613	WLRRAL.by.GDP_SmoothDer	Derivative of Smoothed Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) Divided by GDP
7615	WLRRAL.by.GDP_mva365	Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) Divided by GDP 365 Day MA
7616	WLRRAL.by.GDP_mva200	Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) Divided by GDP 200 Day MA
7617	WLRRAL.by.GDP_mva050	Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) Divided by GDP 50 Day MA
7625	SOFR99.minus.SOFR1_mva365	Secured Overnight Financing Rate: 99th Percentile - 1st Percentile 365 Day MA
7634	EXPCH.minus.IMPCH_Log	Log of U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis)
7641	EXPMX.minus.IMPMX_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
7643	EXPMX.minus.IMPMX_SmoothDer	Derivative of Smoothed
7644	EXPMX.minus.IMPMX_Log	Log of
7647	EXPMX.minus.IMPMX_mva050	50 Day MA
7650	SRPSABSNNCB.by.GDP_YoY5	Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP 5 Year over 5 Year
7651	SRPSABSNNCB.by.GDP_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP
7653	SRPSABSNNCB.by.GDP_SmoothDer	Derivative of Smoothed Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP
7654	SRPSABSNNCB.by.GDP_Log	Log of Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP
7664	ASTLL.by.GDP_Log	Log of All sectors; total loans; liability, Level (NSA) Divided by GDP
7665	ASTLL.by.GDP_mva365	All sectors; total loans; liability, Level (NSA) Divided by GDP 365 Day MA
7666	ASTLL.by.GDP_mva200	All sectors; total loans; liability, Level (NSA) Divided by GDP 200 Day MA
7667	ASTLL.by.GDP_mva050	All sectors; total loans; liability, Level (NSA) Divided by GDP 50 Day MA
7668	ASFMA.by.GDP_YoY	All sectors; farm mortgages; asset, Level (NSA) Divided by GDP Year over Year
7670	ASFMA.by.GDP_YoY5	All sectors; farm mortgages; asset, Level (NSA) Divided by GDP 5 Year over 5 Year
7673	ASFMA.by.GDP_SmoothDer	Derivative of Smoothed All sectors; farm mortgages; asset, Level (NSA) Divided by GDP
7674	ASFMA.by.GDP_Log	Log of All sectors; farm mortgages; asset, Level (NSA) Divided by GDP
7678	ASFMA.by.ASTLL_YoY	All sectors; total loans Divided by farm mortgages Year over Year
7683	ASFMA.by.ASTLL_SmoothDer	Derivative of Smoothed All sectors; total loans Divided by farm mortgages
7684	ASFMA.by.ASTLL_Log	Log of All sectors; total loans Divided by farm mortgages
7691	ASFMA.INTEREST_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Farm Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens
7695	ASFMA.INTEREST_mva365	Farm Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens 365 Day MA
7696	ASFMA.INTEREST_mva200	Farm Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens 200 Day MA
7697	ASFMA.INTEREST_mva050	Farm Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens 50 Day MA
7701	ASFMA.INTEREST.by.GDP_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Farm Mortgages (Quarterly, NSA) Interest Burden Divided by GDP
7705	ASFMA.INTEREST.by.GDP_mva365	Farm Mortgages (Quarterly, NSA) Interest Burden Divided by GDP 365 Day MA
7706	ASFMA.INTEREST.by.GDP_mva200	Farm Mortgages (Quarterly, NSA) Interest Burden Divided by GDP 200 Day MA
7707	ASFMA.INTEREST.by.GDP_mva050	Farm Mortgages (Quarterly, NSA) Interest Burden Divided by GDP 50 Day MA
7708	FARMINCOME.by.GDP_YoY	Farm Income (Annual, NSA) Divided by GDP Year over Year
7713	FARMINCOME.by.GDP_SmoothDer	Derivative of Smoothed Farm Income (Annual, NSA) Divided by GDP
7714	FARMINCOME.by.GDP_Log	Log of Farm Income (Annual, NSA) Divided by GDP
7719	BOGMBASE.by.GDP_YoY4	BOGMBASE Divided by GDP 4 Year over 4 Year
7723	BOGMBASE.by.GDP_SmoothDer	Derivative of Smoothed BOGMBASE Divided by GDP
7738	ECBASSETS.by.EUNNGDP_YoY	Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP Year over Year
7743	ECBASSETS.by.EUNNGDP_SmoothDer	Derivative of Smoothed Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP
7744	ECBASSETS.by.EUNNGDP_Log	Log of Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP
7753	DGS30TO10_SmoothDer	Derivative of Smoothed Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10)
7754	DGS30TO10_Log	Log of Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10)
7764	DGS10TO1_Log	Log of Yield Curve, 10 and 1 Year Treasury (DGS10-DGS1)
7773	DGS10TO2_SmoothDer	Derivative of Smoothed Yield Curve, 10 and 2 Year Treasury (DGS10-DGS2)
7774	DGS10TO2_Log	Log of Yield Curve, 10 and 2 Year Treasury (DGS10-DGS2)
7784	DGS10TOTB3MS_Log	Log of Yield Curve, 10 and 3 Month Treasury (DGS10-TB3MS)
7794	DGS10TODTB3_Log	Log of Yield Curve, 10 and 3 Month Treasury (DGS10-DTB3)
7803	DGS10ByAAA_SmoothDer	Derivative of Smoothed AAA ratio to 10 year treasury (AAA/DGS10)
7808	LNU03000000BYPOPTHM_YoY	Unemployment level (NSA) / Population Year over Year
7818	UNEMPLOYBYPOPTHM_YoY	Unemployment level, seasonally adjusted / Population Year over Year
7835	NPPTTLBYPOPTHM_mva365	ADP Private Employment / Population 365 Day MA
7836	NPPTTLBYPOPTHM_mva200	ADP Private Employment / Population 200 Day MA
7848	CHRISCMEHG1.by.PPIACO_YoY	Copper, $/lb, Normalized by commodities producer price index Year over Year
7851	CHRISCMEHG1.by.PPIACO_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Copper, $/lb, Normalized by commodities producer price index
7853	CHRISCMEHG1.by.PPIACO_SmoothDer	Derivative of Smoothed Copper, $/lb, Normalized by commodities producer price index
7863	CHRISCMEHG1.by.CPIAUCSL_SmoothDer	Derivative of Smoothed Copper, $/lb, Normalized by consumer price index
7884	DCOILWTICO.by.PPIACO_Log	Log of Crude Oil - WTI, $/bbl, Normalized by producer price index c.o.
7923	GDP.by.GDPDEF_SmoothDer	Derivative of Smoothed Nominal GDP Normalized by GDP def
7924	GDP.by.GDPDEF_Log	Log of Nominal GDP Normalized by GDP def
7935	GSG.Close.by.GDPDEF_mva365	GSCI Commodity-Indexed Trust, Normalized by GDP def 365 Day MA
7945	GSG.Close.by.GSPC.Close_mva365	GSCI Commodity-Indexed Trust, Normalized by S&P 500 365 Day MA
7946	GSG.Close.by.GSPC.Close_mva200	GSCI Commodity-Indexed Trust, Normalized by S&P 500 200 Day MA
7955	GDPBYPOPTHM_mva365	GDP/Population 365 Day MA
7956	GDPBYPOPTHM_mva200	GDP/Population 200 Day MA
7963	GDPBYCPIAUCSL_SmoothDer	Derivative of Smoothed GDP divided by CPI
7973	GDPBYCPIAUCSLBYPOPTHM_SmoothDer	Derivative of Smoothed GDP divided by CPI/Population
7993	QQQ.CloseBYMDY.Close_SmoothDer	Derivative of Smoothed QQQ by MDY
8004	GSPC.DailySwing_Log	Log of S&P 500 (^GSPC) Daily Swing: (High - Low) / Open
8005	GSPC.DailySwing_mva365	S&P 500 (^GSPC) Daily Swing: (High - Low) / Open 365 Day MA
8013	GSPC.Open.by.GDPDEF_SmoothDer	Derivative of Smoothed S&P 500 (^GSPC) Open divided by GDP deflator
8023	GSPC.Close.by.GDPDEF_SmoothDer	Derivative of Smoothed S&P 500 (^GSPC) Close divided by GDP deflator
8035	HNFSUSNSA.minus.HSN1FNSA_mva365	Houses for sale - houses sold 365 Day MA
8036	HNFSUSNSA.minus.HSN1FNSA_mva200	Houses for sale - houses sold 200 Day MA
8039	MSPUS.times.HOUST_YoY4	New privately owned units start times median price 4 Year over 4 Year
8045	MSPUS.times.HOUST_mva365	New privately owned units start times median price 365 Day MA
8054	MSPUS.times.HNFSUSNSA_Log	Log of New privately owned 1-family units for sale times median price
8055	MSPUS.times.HNFSUSNSA_mva365	New privately owned 1-family units for sale times median price 365 Day MA
8056	MSPUS.times.HNFSUSNSA_mva200	New privately owned 1-family units for sale times median price 200 Day MA
8057	MSPUS.times.HNFSUSNSA_mva050	New privately owned 1-family units for sale times median price 50 Day MA
8063	MSPUS.times.HSN1FNSA.plusEXHOSLUSM495S_SmoothDer	Derivative of Smoothed Median home price times new and existing houses sold
8073	MSPUS.times.HSN1FNSA.plusEXHOSLUSM495S.by.GDP_SmoothDer	Derivative of Smoothed New and existing home sales volume
8085	GSPC.Open_mva050_mva200_sig	Sell Signal S&P 500 50 SMA - 200 SMA
8086	MULTPLSP500PERATIOMONTH_Mean	S&P 500 TTM P/E Average (Excludes Values Greater Than 50)

Equities

S&P 500 SMA Trends

Take a look at recent activity in the equities market. This section looks at the S&P 500 close value to the 50 day and 200 day simple moving average (SMA).

This is a longer view for the S&P 500 trend.

Equity indexes normalized by GDP

## Scale for 'y' is already present. Adding another scale for 'y', which will
## replace the existing scale.

The last two years compare favorably with the period around the late 1950’s. Need to dig into this one.

datay <- "GSPC.Close"
ylim <- c(2000, d.GSPC.max)
my.data <- plotSimilarPeriods(df.data, dfRecession, df.symbols, datay, ylim, i.window = 60)
my.data[[1]]

Look at how the different segments of the market move

datay <- "GSPC.CloseBYMDY.Close_YoY"
ylim <- c(-50, 75)
dtStart = as.Date('1980-01-01')
plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date", 
            getPlotYLabel(df.symbols, datay), c(dtStart, Sys.Date()), ylim, TRUE)

datay <- "GSPC.CloseBYMDY.Close"
ylim <- c(0, 20)
dtStart = as.Date('1980-01-01')
plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date", 
            getPlotYLabel(df.symbols, datay), c(dtStart, Sys.Date()), ylim, TRUE)

S&P 500 Normalized moving average

Look at moving average relationship by dividing the S&P 500 open price by the 200 day SMA.

datay <- "GSPC.Open_mva200_Norm"
ylim <- c(50, 125)
dt.start = as.Date('2008-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start)

Crossovers

Look at the 50 DMA versus 200 DMA, often used as a technical indicator of market direction.

datay <- "GSPC.Open_mva050_mva200"
ylim <- c(-300, 300)
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStartBackTest)

datay <- "GSPC.Open_mva050_mva200_sig "
ylim <- c(0.0, 1.0)
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStartBackTest)

S&P 500 TTM P/E

Take a look at some of the earnings trends from SilverBlatt’s sheet.

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## * ...

Take a longer look back at as-reported and operating earnings

Market prices can out-run earnings so take a look at price to earnings.

Focus on some of the more recent activity

S&P 500 Sales

datay <- "MULTPLSP500SALESQUARTER"
ylim <- c(500, 2000)
dt.start <- as.Date('1999-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start)

datay <- "MULTPLSP500SALESQUARTER"
ylim <- c(500, 2000)
dt.start = as.Date('2001-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start)

Unit Profits

The series peaks in the middle of a bull market.

S&P 500 dividends

12-month real dividend per share inflation adjusted November, 2018 dollars. Data courtesy Standard & Poor’s and Robert Shiller.

https://www.quandl.com/data/MULTPL/SP500_DIV_MONTH-S-P-500-Dividend-by-Month

Evaluate year over year dividend growth.

Real value dividend growth.

datay <- "MULTPLSP500DIVMONTH_YoY"
ylim <- c(-40, 20)
dtStart = as.Date('2001-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart, b.percentile = FALSE)

S&P 500 dividend yield (12 month dividend per share)/price. Yields following September 2018 (including the current yield) are estimated based on 12 month dividends through September 2018, as reported by S&P. Sources: Standard & Poor’s for current S&P 500 Dividend Yield. Robert Shiller and his book Irrational Exuberance for historic S&P 500 Dividend Yields.

https://www.quandl.com/data/MULTPL/SP500_DIV_YIELD_MONTH-S-P-500-Dividend-Yield-by-Month

datay <- "MULTPLSP500DIVYIELDMONTH"
ylim <- c(0, 12)
dtStart = as.Date('1950-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart, b.percentile = FALSE)

datay <- "MULTPLSP500DIVYIELDMONTH"
ylim <- c(1, 4)
dtStart = as.Date('2001-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart, b.percentile = FALSE)

S&P 500 Volume

The log of the S&P volume has some interesting patterns, but nothing that seems to help with a recession indicator.

That is one spiky data series. Not sure there is a lot to help us here.

Russell 2000

Take a look at recent activity in the small cap market.

S&P 500 to Rusell 2000

Thirty day movement

Correlation

## Warning in max.default(structure(numeric(0), class = "Date"),
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## Warning in min.default(structure(numeric(0), class = "Date"),
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## returning Inf

S&P 500 to MDY (Mid-cap) 2000 Correlation

datay1 <- "RLG.Open"
ylim1 <- c(0, 2500)

datay2 <- "MDY.Open"
ylim2 <- c(0, 500)

dtStart <- as.Date("1jan2003","%d%b%Y")

w <- 30
corrName <-
  calcRollingCorr(dfRecession,
                  df.data,
                  df.symbols,
                  datay1,
                  ylim1,
                  datay2,
                  ylim2,
                  w,
                  dtStart)

## Warning in max.default(structure(numeric(0), class = "Date"),
## structure(numeric(0), class = "Date"), : no non-missing arguments to max;
## returning -Inf

## Warning in min.default(structure(numeric(0), class = "Date"),
## structure(numeric(0), class = "Date"), : no non-missing arguments to min;
## returning Inf

Dividend Stocks

This is an interesting series, they should perform better through the recessions. Unfortunately they are short lived so there is not much data so this is more of a place holder for now.

datay <- "NOBL.Open"
ylim <- c(40, 110)
dt.start <- as.Date('2014-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start)

Margin and option data

NYSE Margin Debt

Taking a look at margin debt. NYXDATA stopped providing NYSE margin debt data on Dec 2017. Data is available from FINRA, but it includes more accounts than the data did for NYXdata. I stitched togeter the data sets: data after Jan 2010 include NYSE+Others, data prior is just NYSE account data scaled up to match the FINRA data.

It tends to creep up when there is a frenzy in the stock market.

datay <- "FINRAMarginDebt_Log"
ylim <- c(5, 15)
plotSingleQuick(dfRecession, df.data, datay, ylim)

Take a close look at recent activity

Sometimes it is more helpful to view year over year growth.

More near-term trend.

Take a look at some of the correlations

datay1 <- "FINRAMarginDebt_YoY"
ylim1 <- c(-100, 100)

datay2 <- "GSPC.Close_YoY"
ylim2 <- c(-100, 100)

dtStart <- as.Date("1jan1995","%d%b%Y")

w <- 90
corrName <-
  calcRollingCorr(dfRecession,
                  df.data,
                  df.symbols,
                  datay1,
                  ylim1,
                  datay2,
                  ylim2,
                  w,
                  dtStart)

Comparison to the Russell 2000

datay1 <- "FINRAMarginDebt_YoY"
ylim1 <- c(-100, 100)

datay2 <- "RLG.Close_YoY"
ylim2 <- c(-100, 100)

dtStart <- as.Date("1jan1995","%d%b%Y")

w <- 90
corrName <-
  calcRollingCorr(dfRecession,
                  df.data,
                  df.symbols,
                  datay1,
                  ylim1,
                  datay2,
                  ylim2,
                  w,
                  dtStart)

OCC Options Volumes

See what is happening with the options volumes for equities. (From: https://www.theocc.com/webapps/historical-volume-query)

Looks like options on non-equity co-occurs with peaks/troughs?.

Market Volatility

Take a look at some of the indications of market volatility

CBOE VIX

As markets become complacent (low VIX) and high values, peaks often occur.

Compare the VIX to some of the ETF’s out there.

There

Not much predictive in VIX, take a quick look at the smoothed derivative.

S&P Daily Swings

Daily changes in the S&P should correlate well with the VIX.

More of a correlating series than a predictor.

Employment and payrolls

Unemployment rates

Unemployment rates will probably be useful, let’s take a look at the U-3. The data is a little noisy so there is also a smoothed version plotted. There seems to be a relationship between the unemployment rate and the recessions, but it could be a lagging indicator. This will be explored a little bit more later.

Suggested by Charlie and a Wealthian video the 12 month-MA might be helpful to look at.

Looking at the unemployment rate, the eye is drawn to the rise and fall of the data, this suggests that the derivative might be helpful as well. The figure below shows the results, using a Savitzky-Golay FIR filter. It looks like the unemployment rate peaks in the middel of the recession. That peak might be a good buy signal.

Continuing Claims

A good measure of how much unemployment is growing.

Continued claims, also referred to as insured unemployment, is the number of people who have already filed an initial claim and who have experienced a week of unemployment and then filed a continued claim to claim benefits for that week of unemployment. Continued claims data are based on the week of unemployment, not the week when the initial claim was filed

https://fred.stlouisfed.org/series/CCNSA

A good measure of how much unemployment is growing

Initial Claims

A good measure of how much unemployment is growing.

An initial claim is a claim filed by an unemployed individual after a separation from an employer. The claim requests a determination of basic eligibility for the Unemployment Insurance program.

https://fred.stlouisfed.org/series/ICSA

Unemployment rates, year-over-year

Both the headline unemployment and U-6 number changes are similar. During the upswing on the cycle it does look like the headline number falls faster than U-6

The second derivative of the unemployment rate does have zero crossings near the middle point of a recession. This would make it a helpful buy signal for the trading strategy.

Unemployment rates, similar periods

Historically the last two years of record low unemployment appear most similar to the 1971-1973 time frame. Just before inflation took off.

Unemployment rates, U-6 and headline number.

Let’s also take a look at the total unemployed, U-6. It continues to fall as the headline number stabilizes as people return to the work force. An indicator the cycle is beginning to top out.

Difference between U6 and U3 to see how close the economy is getting to full employment.

Unemployment and market bottoms

## Scale for 'y' is already present. Adding another scale for 'y', which will
## replace the existing scale.

Initial jobless claims

We will also take a look at initial jobless claims, this should start to rise just before the unemployment rate.

It looks like the jobless claim tend to peak more towards the end of the recession. It does not seem to be as strong of a sell indicator as the U-3 rate.

Jobless claims have a seasonal component to them. One way to reduce this effect is to calculate year over year growth. That helps some, the peaks seem to be more closely aligned with the middle to end of recessions.

Take a closer look at recent data

## Warning: Removed 1 rows containing missing values (geom_text).

## Warning: Removed 1 rows containing missing values (geom_hline).

Take a look at the percentage of the population looking for work

A bit more recent trend

Unemployment Level

ADP data here. comes out before the official numbers.

Look at the year-over-year change in ADP.

ADP data divided by the population

Payrolls

Look at the BLS data on payrolls. Check the NSA series, then we will look at YoY data.

Hours worked

Sparked by an article at Mises (https://mises.org/wire/how-alexandria-ocasio-cortez-misunderstands-american-poverty), take a look at average weekly hours

The time series is pretty lumpy, plot the YoY change

A more recent look at average weekly hours of production

Industrial Production

Industrial production is also known to fall during an economic downturm, let’s take a look at some of the data from the FRED on industrial production. It does seem to peak prior to a recession so let’s smooth and look at the derivative as it might be a good indicator as well.

Industrial production over the last ten years or so

The derivative isn’t bad, but it sometimes crosses zeros well into a recession. That is less helpful as either a buy or sell indicator. A better measure might year over year (YoY) change.

The year over year change has a similar appearance. The low values at the beginning make the year over year values larger than the more recent values. Seems like it will rank low a reliable indicator.

datay1 <- "INDPRO_YoY"
ylim1 <- c(-20, 12)

datay2 <- "GSPC.Close_YoY"
ylim2 <- c(-100, 50)

dtStart <- as.Date("1jan1981","%d%b%Y")

w <- 360
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

Retail Sales

Retail sales, aggregate

Retail sales also change during recession. As the plot below shows, it seems to follow the trend of industrial production. It might be too strongly correlated to add much to the model. The will be examined in the correlation section.

The derivative of retail sales is a little more erratic than is was the industrial products. Looks like it might be helpful to include in the model as well.

Retail sales, aggregate year-over-year

Take a look at year-over-year changes

Retail sales and unemployment correlations

Let’s see how that looks on year over year basis. Interesting to compare to unemployment rates there appears to a correlation over the long term.

## Scale for 'y' is already present. Adding another scale for 'y', which will
## replace the existing scale.

There is some similarity. The rolling correlation shows the inverse relationship prior to a recession.

datay1 <- "RSALESAGG_YoY"
ylim1 <- c(-12.5, 12.5)

datay2 <- "UNEMPLOY_YoY"
ylim2 <- c(-30, 150)

dtStart <- as.Date("1jan1970","%d%b%Y")

w <- 180
corrName <- calcRollingCorr(dfRecession,df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

Retail sales correlation and industrial production

Industrial production and retail sales look very similar so the plot below shows the 360 correlation. The corerlation does tend to fall around a recession, although 2008 was so bad that they both fell together. Not sure if it is that useful.

datay1 <- "INDPRO"
ylim1 <- c(40, 125)

datay2 <- "RSALESAGG"
ylim2 <- c(100000, 200000)

dtStart <- as.Date("1jan1981","%d%b%Y")

w <- 60
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

It is interesting to see the strong correlation; however, I suspect this is due to more to the shape of the trends. How do the YoY correlations look? They are a little less correlated, probably better to use in the machine learning later.

datay1 <- "INDPRO_YoY"
ylim1 <- c(-20, 20)

datay2 <- "RSALESAGG_YoY"
ylim2 <- c(-20, 20)

dtStart <- as.Date("1jan1981","%d%b%Y")

w <- 30
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

Advance Retail Sales

This is an advanced estimate of the retail sales value.

Also take a look at year over year

Retail sales and the labor market

Income

Real Personal Income

Real Personal Income (Excluding Transfer, Annual)

During a recession real personal income falls. In the plot the peaks can be seen prior to each recession.

datay <- "W875RX1"
ylim <- c(3000, 15000)
plotSingleQuickModern(datay, ylim)

The features we are interested in are the peaks and valleys so we’ll use the derivative to get to those. Interesting, there is usually a first zero crossing before a recession and a second during or just after the recession.

Real personal income might have some seasonal variance, but it seems the year over year change tells the same story.

Price and cost measures

This section shows price and cost measures.

Two commonly used indexes are the CPI (consumer price index) and PPI (producer price index). CPI tries to show final prices paid for goods and services by urban U.S. consumers. This index includes sales tax and imports. The PPI attempts to reflect the prices paid at all stages of production, including goods and services purchases as inputs as well as goods and services purchased by consumers from retail and producer sellers. The PPI does not include imports or sales tax. The CPI reflects all rebates and financing plans wherease the PPI reflects only those rebate and financing plans provided by the producer. For example if an automotive manufacturer offers a rebate of $500 and the dealer offers an additional rebate of $500 then the PPI would reflect only the automotive manufacturer rebate, but the CPI would reflect both rebates.

Sources; https://www.bls.gov/opub/hom/pdf/cpihom.pdf and https://www.bls.gov/opub/hom/pdf/ppi-20111028.pdf.

Consumer price index

What does CPI look like?

datay <- "CPIAUCSL"
ylim <- c(0, 300)
plotSingleQuickModern(datay, ylim)

Check out the YoY growth

datay <- "CPIAUCSL_YoY"
ylim <- c(-2, 15)
plotSingleQuickModern(datay, ylim)

CPI to PPI

Suggested by Charlie, it can be helpful to look at the relationship between producer prices and consumer prices.

## Scale for 'y' is already present. Adding another scale for 'y', which will
## replace the existing scale.

Producer Price Index (Commodities)

Commodities

Basket

Take a look at some trends of baskets of commodities.

This plot examines commodity performance relative to the GDP deflator

Crude oil

Look at a trend of West Texas Intermediate (WTI)

This is ticker data from yahoo

Take a look at both WTI and Brent crude.

Real price of crude using producer price index for commodities

Gold

As risks increase investors often flock to safe haven assets like gold. An up-tick in prices can indicate investor uncertainty. This can be seen in the nominal price plot around 1980 and again in 2007.

This plots out the real price of gold by two different deflators. PPI corrected price is a little higher, to be expected since CPI also includes the effects of sales tax and imports. The spike in 1980 is especially pronounced in this series.

See how nominal and real prices look year over year. From the long-term view seems like there is little difference in the three series. Although not shown, even over the near-term there is little difference in the series.

See how gold correlates with the VIX. Both gold and VIX should respond to investor axiety, but it doesn’t look like it correlates very well.

## `geom_smooth()` using formula 'y ~ x'

## Warning: Removed 242 rows containing non-finite values (stat_smooth).

Copper

Dr. Copper has a reputation as an indicator of economic malaise, but it does not seem to have much of a correlation with the recessions. The series below is from CME via Quandl. It has a lot of data so I am also looking at the smoothed version.

Copper is one of the commodities in the PPI so it is a bit of a proxy for how copper is doing relative to the basket of commodities.

The change in prices, year over year, do generally peak prior to a recession. The time and shape of this peak varies, but it still might be helpful. A couple of the large troughs do seem to correlate with the end of the recession. Likely this is because industrial production has also fallen.

There is some correlation between copper and the smooth recession initiator, especially at the end of the recession.

Might be easier to see correlation in a dot plot format.

## `geom_smooth()` using formula 'y ~ x'

## Warning: Removed 342 rows containing non-finite values (stat_smooth).

This is a legacy series from FRED. It has not been updated in a couple of years so I am assuming it will go away.

Oil Services

Amazing events in the first half of 2020, take a look at those

See how the players are doing

Federal Reserve

The federal reserve has an impact on the economy, here are some data series relating to that.

Little bit closer

datay <- "WALCL"
ylim <- c(0, 10000)
dtStart = as.Date('2003-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Federal Reserve Reverse Repo Agreements

Compare liabilities to reverse repo trends

Take a look at more recent trends

Spiky, might be easier to look at year-over-year

Normalized by GDP

datay <- "WLRRAL.by.GDP"
ylim <- c(0, 4)
dtStart = as.Date('2003-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Overnight Bank Funding Rate

“The overnight bank funding rate is calculated using federal funds transactions and certain Eurodollar transactions. The federal funds market consists of domestic unsecured borrowings in U.S. dollars by depository institutions from other depository institutions and certain other entities, primarily government-sponsored enterprises, while the Eurodollar market consists of unsecured U.S. dollar deposits held at banks or bank branches outside of the United States. U.S.-based banks can also take Eurodollar deposits domestically through international banking facilities (IBFs). The overnight bank funding rate (OBFR) is calculated as a volume-weighted median of overnight federal funds transactions and Eurodollar transactions reported in the FR 2420 Report of Selected Money Market Rates. Volume-weighted median is the rate associated with transactions at the 50th percentile of transaction volume. Specifically, the volume-weighted median rate is calculated by ordering the transactions from lowest to highest rate, taking the cumulative sum of volumes of these transactions, and identifying the rate associated with the trades at the 50th percentile of dollar volume. The published rates are the volume-weighted median transacted rate, rounded to the nearest basis point.” https://www.newyorkfed.org/markets/obfrinfo.

Secured Overnight Financing Rate

“The Secured Overnight Financing Rate (SOFR) is a broad measure of the cost of borrowing cash overnight collateralized by Treasury securities. The SOFR includes all trades in the Broad General Collateral Rate plus bilateral Treasury repurchase agreement (repo) transactions cleared through the Delivery-versus-Payment (DVP) service offered by the Fixed Income Clearing Corporation (FICC), which is filtered to remove a portion of transactions considered “specials” " https://apps.newyorkfed.org/markets/autorates/sofr

Take a look at the variation (99th - 1st percentile)

Reserve Balances with Federal Reserve Banks

Hard to get a sense of these series in the absolute. Take a look relative to GDP.

By double entry book-keeping reserves+loans (assets) = deposit (liabilities). Does that really work?

Correlation Between Reserves and Total Loans

As reserves increase there should be less lending. That correlation generally holds.

## Scale for 'y' is already present. Adding another scale for 'y', which will
## replace the existing scale.

Did the reserve balances increase after the 2016 and 2018 drops? Not in the same way. There are some relationships between the equities market and the reserves though.

Explicitly correlate reserve balances and total loans. It is a weak and noisy correlation.

## `geom_smooth()` using formula 'y ~ x'

## Warning: Removed 990 rows containing non-finite values (stat_smooth).

Interest on excess reserves

Monetary Base

Currency trend, base

This used to trend along with GDP. It doesn’t anymore.

Money supplies

Basic currency trend (currency component of M1)

datay <- "WCURRNS_YoY"
dtStart = as.Date('1980-01-01')
ylim <- c(0, 17)
myplot <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
myplot

datay <- "WCURRNS_YoY"
dtStart = as.Date('2000-01-01')
ylim <- c(0, 20)
myplot <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
myplot

The rate of change of money supply could be an indicator of a recession. Let’s see how that compares.

Intervention in the repo market

The federal reserve provides liquidity to the repo market, summary of that action

European central bank

The European central band (ECB) has taken a different path compared to the US Federal Reserve bank.

## Scale for 'y' is already present. Adding another scale for 'y', which will
## replace the existing scale.

Federal Debt

The government is a big driver of the economy, let’s see what it is doing in the debt markets.

datay <- "GFDEBTN"
ylim <- c(0, 35000000)
plotSingleQuick(dfRecession, df.data, datay, ylim)

datay <- "GFDEBTN_Log"
ylim <- c(12, 18)
plotSingleQuick(dfRecession, df.data, datay, ylim)

datay <- "GFDEBTN_YoY"
ylim <- c(-10, 25)
plotSingleQuick(dfRecession, df.data, datay, ylim)

Federal debt as percent GDP

datay <- "GFDEGDQ188S"
ylim <- c(30, 150)
plotSingleQuick(dfRecession, df.data, datay, ylim)

Federal deficit as percent GDP

datay <- "FYFSGDA188S"
ylim <- c(-30, 5)
plotSingleQuick(dfRecession, df.data, datay, ylim)

Charlie Hatch has a nice format of deficit versus debt:

## Scale for 'y' is already present. Adding another scale for 'y', which will
## replace the existing scale.

Nonfinancial Corporate Business Debt

What about Nonfinancial corporate business and debt securities? Hopefully this doesn’t follow the business loan trends.

That is crazy steep. Time for a log format, see if that brings out the peaks and troughs. That’s a litte better, it looks like there might be a change in slope prior to the recessions.

The derivative doesn’t seem to be much help. There is not much correlation between the zero crossings and the NEBR recessions.

Debt cycle

This analysis roughly follows the ideas in Big Debt Crises book by Ray Dalio.

Total loans

One business cycle theory describes recessions as a market adjustment to mis-allocated assets, often fueled by an credit expansion. That makes the volume of loans an interesting feature to look at. In the presentation of data it looks like the great recession had the largest impact.

Plotting the year over year growth rate helps pull out those small changes in the early years in the data. Peaks can be seen prior to most recessions.

Zoom in to the last couple of decades

As long term interest rates rise, loans should start to tick down. To check this, the total loans and 10 to 1 year spreads are plotted. This is generally the trend observed.

There is a good correlation between these two variables. This next section plots that correction explicitly.

Total loans as percent of GDP

This is the total loans. I think the picture is too broad to point to a specific sector of the economy. The debt burden assumes interest rates are tied to the 10-year treasury: (TOTLNNSA * DGS10) / 100

Commercial and industral loans

Business loans should slow before the recession (a contraction in credit as rates rise).

Commercial and industrial loans as percent of GDP and and income

Look at business debt normalized by GDP over the entire time series. This ratio often peaks at the mid-point of a recession.

https://www.wsj.com/articles/this-isnt-your-fathers-corporate-bond-market-11590574555

“Bonds are behaving more like bank debt, which tends to remain stable or even increase at the onset of recessions, as lenders keep distressed clients afloat—and only later turn off the taps. This was confirmed by a recent report from the Bank for International Settlements. It also found a tight link between this lending cycle and the “real” economy’s booms and busts."

I assume that interest is related to the 10-year treasure: (TOTCINSA * DGS10) / 100

Farm loans

See how the farming sector is fairing.

Real estate loans

Data taken from H.8 Assets and Liabilities of Commercial Banks in the United States. Take a look at SA and NSA data series as weekly and month updates. It should all be similar at this scale.

This gives a big picture, but makes it hard to connect the loans with the income needed to cover those loans. In the next section, loans will be broken up by commercial and residential.

Real Estate (Residential)

In absolute terms the mortgages have increased, but it does not appear to be out of line with the overall economy.

Normalized by GDP it is easier to see the peak in 2008 and that loan levels appear reasonable at the commercial banks. I updated this plot to include the estimated single-family home sales volume to give a sense of percentage of home sales that are cash.

Maybe the GSE’s are making loans. Take a look at the total mortgages from Z.1 as a percentage of GDP. That does not look too far off trend (ignoring that peak in 2008).

I am assuming that personal income is paying for the mortgages.

Real estate (residential) as percent of GDP and and income

## Warning: Removed 1 rows containing missing values (geom_text).

Consumer loans

Focusing on the consumer sector the growth in debt and incomes can be directly compared. Personal income, as a percent of GDP, remains nearly constant. It is not uncommon for the personal income to rise prior to a recession. Likely this reflect increasing asset prices and market returns. Also interesting to see the loans pick up after interest rates dropped in 1982.

Consumer loans as percent of GDP and and income

Take a closer look since the 2008 recession. Looks like loans are starting to slow as the interest burden rises and incomes remain stable. There are some anomolies in the A065RC1A027NBEA data series because it only updates onces a year. the PI series updates once a month but is noisier and seasonally adjusted. It also shows incomes rising in the middle of the 2008 recession, which doesn’t seem to be accurate.

## Warning: Removed 1 rows containing missing values (geom_text).
## Removed 1 rows containing missing values (geom_text).

## Warning: Removed 1 rows containing missing values (geom_hline).

Repo market

This market went through some stress in 2008, it is happening again so setup some plots to watch it.

Nonfincial corporate business security repo asset level

Bonds

T-Bills and Yield Curve

Speaking of loans, interest rates also play into this. This analysis will focus on treasure bills. The 3-month is plotted below. The yield flattens before a recession as investors go long on bonds and short on equities.

datay <- "TB3MS"
datay.aux <- "DTB3"
ylim <- c(0, 20)
p1 <- plotSingleQuickModern(datay, ylim)
p1 + geom_line(data=df.data, aes_string(x="date", y=datay.aux, colour=shQuote(datay.aux)), na.rm = TRUE)

datay <- "TB3MS"
datay.aux <- "DTB3"
ylim <- c(0, 2.5)
dtStart = as.Date('2017-01-01')
p1 <- plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date", 
            getPlotYLabel(df.symbols, datay), c(dtStart, Sys.Date()), ylim, TRUE)
p1 + geom_line(data=df.data, aes_string(x="date", y=datay.aux, colour=shQuote(datay.aux)), na.rm = TRUE)

# {r bond3monthlibor, echo=FALSE } # # datay <- "TB3MS" # datay_aux <- "USD1MTD156N" # ylim <- c(0, 12) # dtStart = as.Date('1985-01-01') # myPlot <- plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date", # getPlotYLabel(df.symbols, datay), c(dtStart, Sys.Date()), ylim, TRUE) # myPlot <- myPlot + geom_line(data=df.data, aes_string(x="date", y=datay_aux, colour=shQuote(datay_aux)), na.rm = TRUE) # # myPlot # # Check out LIBOR and fed funds rate

The 1-year is plotted below. The yield flattens before a recession as investors go long on bonds and short on equities.

datay <- "DGS10"
datay.aux <- "TNX.Close"
ylim <- c(0, 20)
p1 <- plotSingleQuickModern(datay, ylim)
p1 + geom_line(data=df.data, aes_string(x="date", y=datay.aux, colour=shQuote(datay.aux)), na.rm = TRUE)

Close in, the trend towards inversion be more easily seen. I am also comparing data from the CBOE as well as FRED.

Bond yields are a good proxy for interest rates. As rates rise the theory goes that loans should decrease (inverse correlation).

And a longer window

The yield curve (30 year bond rate minus the 10 year bond rate) may not be a good recession indicator, but a collapse is not good (https://blogs.wsj.com/moneybeat/2018/04/30/theres-more-than-one-part-of-the-yield-curve-getting-flatter/).

The yield curve (10 year bond rate minus the 1 year bond rate) seems to a good indicator of an oncoming recession. It could be a buy indicator by itself.

More recent data

Just the last 24 months or so.

Plot the 10 Year to 3 month over a few decades to see what the outling cases look like

The last two year compare favorably with the period around the 2015-2016 turndown, driven primarily by slowing of the Chinese GDP. Not a debt-driven cycle.

This plot format was suggested by a mises.org article (https://mises.org/wire/yield-curve-accordion-theory), but they only went back to 1988. The date seemed arbitrary so I went back further in time.

Take a look at more recent data

Try looking at a 1-year average of the above time series

High quality bonds

datay <- "AAA"
ylim <- c(1.5, 10)
dtStart = as.Date('1997-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

High quality bonds to 10-year treasury

High quality bonds long-term trend.

datay <- "DGS10ByAAA"
ylim <- c(1, 6.0)
dtStart = as.Date('1967-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

High quality bonds near-term trend.

datay <- "DGS10ByAAA"
ylim <- c(1, 6.0)
dtStart = as.Date('2007-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

High yield spread

“This data represents the Option-Adjusted Spread (OAS) of the ICE BofAML US Corporate A Index, a subset of the ICE BofAML US Corporate Master Index tracking the performance of US dollar denominated investment grade rated corporate debt publicly issued in the US domestic market. This subset includes all securities with a given investment grade rating A. The ICE BofAML OASs are the calculated spreads between a computed OAS index of all bonds in a given rating category and a spot Treasury curve. An OAS index is constructed using each constituent bond‚Äôs OAS, weighted by market capitalization. When the last calendar day of the month takes place on the weekend, weekend observations will occur as a result of month ending accrued interest adjustments.”

• ICE Benchmark Administration Limited (IBA), ICE BofAML US Corporate A Option-Adjusted Spread [BAMLC0A3CA], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/BAMLC0A3CA, July 4, 2019.

datay <- "BAMLC0A3CA"
ylim <- c(0, 7)
dtStart = as.Date('1997-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Municipal bond market

Suggest by a WSJ article, change in volume for high-risk muni’s. Doesn’t look like there is much too it yet.

https://www.wsj.com/articles/risky-municipal-bonds-are-on-a-hot-streak-11558949401?mod=hp_lead_pos3

datay <- "HYMB.Close"
ylim <- c(40, 62)
dtStart = as.Date('2011-01-01')
p1 <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

p1 <-
  p1 + geom_vline(
    xintercept = as.Date("2015-08-24"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )

p1 <-
  p1 + geom_vline(
    xintercept = as.Date("2016-01-08"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p1 <-
  p1 + geom_vline(
    xintercept = as.Date("2018-02-05"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p1 <-
  p1 + geom_vline(
    xintercept = as.Date("2018-10-11"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )

datay <- "HYMB.Volume"
ylim <- c(0, 1750000)
p1.vol <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

p1.vol <-
  p1.vol + geom_vline(
    xintercept = as.Date("2015-08-24"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )

p1.vol <-
  p1.vol + geom_vline(
    xintercept = as.Date("2016-01-08"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p1.vol <-
  p1.vol + geom_vline(
    xintercept = as.Date("2018-02-05"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p1.vol <-
  p1.vol + geom_vline(
    xintercept = as.Date("2018-10-11"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )


datay <- "GSPC.Open"
datay_aux <- "GSPC.Close"
ylim <- c(1500, d.GSPC.max )
p2 <-
  plotSingle(
    dfRecession,
    df.data,
    "date",
    datay,
    getPlotTitle(df.symbols, datay),
    "Date",
    getPlotYLabel(df.symbols, datay),
    c(dtStart, Sys.Date()),
    ylim,
    TRUE
  )

p2 <-
  p2 + geom_vline(
    xintercept = as.Date("2015-08-24"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p2 <-
  p2 + geom_vline(
    xintercept = as.Date("2016-01-08"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p2 <-
  p2 + geom_vline(
    xintercept = as.Date("2018-02-05"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p2 <-
  p2 + geom_vline(
    xintercept = as.Date("2018-10-11"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )


grid.arrange(p1,
             p1.vol,
             p2,
             ncol = 1,
             top = "High Yield Muni's and S&P Price")

Total Loans and yield curve correlation

This relationship was suggest by Charlie and it is an interesting one. As the yield curve flattens (10-year and 1-year rates converge), total loans grow. The generalization is not always accurate, but it does fit.

## `geom_smooth()` using formula 'y ~ x'

I wanted to see how this looked compared to the 3 month

## `geom_smooth()` using formula 'y ~ x'

## Warning: Removed 282 rows containing non-finite values (stat_smooth).

Consumer loans and yield curve correlation

Compared to business loans, consumer loans seem to have to response to the 10Y to 3M yield curve.

## `geom_smooth()` using formula 'y ~ x'

## Warning: Removed 311 rows containing non-finite values (stat_smooth).

Business loans and yield curve correlation

## `geom_smooth()` using formula 'y ~ x'

## Warning: Removed 103 rows containing non-finite values (stat_smooth).

That’s pretty good correlation. Let’s see what the rolling correlation looks like.

datay1 <- "TOTLNNSA_YoY"
ylim1 <- c(-10, 20)

datay2 <- "DGS10TO1"
ylim2 <- c(-5, 10)

dtStart <- as.Date("1jan1960","%d%b%Y")

w <- 360
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

datay1 <- "TOTLNNSA_YoY"
ylim1 <- c(-10, 20)

datay2 <- "DGS10TO1"
ylim2 <- c(-5, 10)

dtStart <- as.Date("1jan1960","%d%b%Y")

w <- 720
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

One other items, let’s see how loans do versus the federal funds rate

## `geom_smooth()` using formula 'y ~ x'

Baker Hughes Rig Count

BEA Supplemental Estimates, Motor Vehicles

Definitions

Autos–all passenger cars, including station wagons.
Light trucks–trucks up to 14,000 pounds gross vehicle weight, including minivans and
sport utility vehicles. Prior to the 2003 Benchmark Revision light trucks were up to 10,000 pounds.
Heavy trucks–trucks more than 14,000 pounds gross vehicle weight.
Prior to the 2003 Benchmark Revision heavy trucks were more than 10,000 pounds.
Domestic sales–United States (U.S.) sales of vehicles assembled in the U.S., Canada, and Mexico.
Foreign sales–U.S. sales of vehicles produced elsewhere.
Domestic auto production–Autos assembled in the U.S.
Domestic auto inventories–U.S. inventories of vehicles assembled in the U.S., Canada, and Mexico.

TAble 6 - Light Vehicle and Total Vehicle Sales

Auto sales

A WSJ article suggested that auto sales might be a good indicator so bring that to the mix. It does have troughs that correlate with recessions

There might be some seasonal variance in the auto sales so lets take a look at the year over year. The data is pretty noisy, it probably will not make a very good indicator.

BEA Gross Domestic Product

Data in this section come from the Bureau of Economic Analysis.

Table 1.1.5. Gross Domestic Product

[Billions of dollars] Seasonally adjusted at annual rates

A191RC: Gross Domestic Product - Line 1

GDP numbers tend to lag so this series is truly an afterthought. But it does have some correlation with the recessions.

GDP does not reflect the capacity of the economy nor the efficiency. Shrinking capacity and lower prices at constant volumes would indicate improvements in effeciency/productivity which is good for the economy, but does not move the GDP upward.

Looks like the year over year change on the GDP should correlate well with unemployment.

Table 1.1.9. Implicit Price Deflators for Gross Domestic Product

[Index numbers, 2012=100] Seasonally adjusted

A191RD: Gross Domestic Product - Line 1

This is GDP price deflator series.

GDP normalized by CPI

Normalize GDP by CPI

Economic yield curve (GDP to 1-year treasury)

GDP versus the yield on the 1-year. This series was prompted by an article suggesting that the “economic yield curve” should be used to indicate a recession rather than an inverted yield curve. Less of indicator and more of concurrent confirmation of recession. Not sure why they would be related either.

Economic yield curve (GDP to 3-month treasury)

Same idea as above, but applied the 3-month treasury.This one has fewer false triggers, but is not as helpful as 10Y to 3M spread in predicting a recession.

A824RC: National defense Federal Gov’t Expenditures - Line 24

U.S. Bureau of Economic Analysis, Federal Government: National Defense Consumption Expenditures and Gross Investment [FDEFX], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/FDEFX, April 6, 2021.

A825RC: Nondefense Federal Gov’t Expenditures - Line 25

U.S. Bureau of Economic Analysis, Federal Government: Nondefense Consumption Expenditures and Gross Investment [FNDEFX], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/FNDEFX, April 6, 2021.

Table 6.16D. Corporate Profits by Industry

Select series from Table 6.16D

A051RC: Corporate profits with inventory and capital consumption adjustment

From BEA’s documentation (https://www.bea.gov/media/5671):

“BEA’s featured measure of corporate profits — profits from current production - provides a comprehensive and consistent economic measure of the income earned by all U.S. corporations. As such, it is unaffected by changes in tax laws, and it is adjusted for nonreported and misreported income. It excludes dividend income, capital gains and losses, and other financial flows and adjustments, such as deduction for “bad debt.” Thus, the NIPA measure of profits is a particularly useful analytical measure of the health of the corporate sector. For example, in contrast to other popular measures of corporate profits, the NIPA measure did not show the large run-up in profits during the late 1990s that was primarily attributable to capital gains.

Profits after tax with IVA and CCAdj is equal to corporate profits with IVA and CCAdj less taxes on corporate income. It provides an after-tax measure of profits from current production."

Data is Line 1 of Table 6.16D

A053RC: Corporate profits without inventory and capital consumption adjustment

Profits look a bit flat over the last several years in this series.

Table 2.6. Personal Income and Its Disposition, Monthly

Billions of dollars; months are seasonally adjusted at annual rates.

A065RC Personal Income - Line 1

BEA Account Code: A065RC

Personal income is the income that persons receive in return for their provision of labor, land, and capital used in current production and the net current transfer payments that they receive from business and from government.25 Personal income is equal to national income minus corporate profits with inventory valuation and capital consumption adjustments, taxes on production and imports less subsidies, contributions for government social insurance, net interest and miscellaneous payments on assets, business current transfer payments (net), current surplus of government enterprises, and wage accruals less disbursements, plus personal income receipts on assets and personal current transfer receipts. A Guide to the National Income and Product Accounts of the United States (NIPA) - (http://www.bea.gov/national/pdf/nipaguid.pdf)

Suggested Citation: U.S. Bureau of Economic Analysis, Personal Income [PI], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/PI, July 11, 2019.

DPCERC: Personal consumption expenditures (PCE) - Table 2.1, Line 29

BEA Account Code: DPCERC Personal consumption expenditures (PCE) is the primary measure of consumer spending on goods and services in the U.S. economy. 1 It accounts for about two-thirds of domestic final spending, and thus it is the primary engine that drives future economic growth. PCE shows how much of the income earned by households is being spent on current consumption as opposed to how much is being saved for future consumption. -https://www.bea.gov/system/files/2019-12/Chapter-5.pdf

Suggested Citation: U.S. Bureau of Economic Analysis, Personal Consumption Expenditures [PCE], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/PCE, June 12, 2020

DPCERG: Personal consumption expenditures Price Index (PCEPI) - Table 2.1, Line 29

BEA Account Code: DPCERG The gross domestic product price index measures changes in prices paid for goods and services produced in the United States, including those exported to other countries. Prices of imports are excluded. The gross domestic product implicit price deflator, or GDP deflator, basically measures the same things and closely mirrors the GDP price index, although the two price measures are calculated differently. The GDP deflator is used by some firms to adjust payments in contracts.

The gross domestic purchases price index is BEA’s featured measure of inflation for the U.S. economy overall. It measures changes in prices paid by consumers, businesses, and governments in the United States, including the prices of the imports they buy.

BEA’s closely followed personal consumption expenditures price index, or PCE price index, is a narrower measure. It looks at the changing prices of goods and services purchased by consumers in the United States. It’s similar to the Bureau of Labor Statistics’ consumer price index for urban consumers. The two indexes, which have their own purposes and uses, are constructed differently, resulting in different inflation rates.

The PCE price index is known for capturing inflation (or deflation) across a wide range of consumer expenses and for reflecting changes in consumer behavior. For example, if the price of beef rises, shoppers may buy less beef and more chicken. Also, BEA revises previously published PCE data to reflect updated information or new methodology, providing consistency across decades of data that’s valuable for researchers. The PCE price index is used primarily for macroeconomic analysis and forecasting. -https://www.bea.gov/resources/learning-center/what-to-know-prices-inflation

Suggested Citation: U.S. Bureau of Economic Analysis, Personal Consumption Expenditures: Chain-type Price Index [PCEPI], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/PCEPI, April 25, 2021.

A072RC: Personal Savings Rate - Line 35

Consumers tend to pull down their savings rates as unemployment decreases and market conditions improve. This series has tended to be unreliable due to the size of revisions during the comprehensive update carried out by the BEA. The last update on this series moved the rate from 4.2 to 6.7 percent.

(https://www.bloomberg.com/news/articles/2018-07-27/americans-have-been-saving-much-more-than-thought-new-data-show)

BEA Account Code: A072RC Personal saving as a percentage of disposable personal income (DPI), frequently referred to as “the personal saving rate,” is calculated as the ratio of personal saving to DPI. Personal saving is equal to personal income less personal outlays and personal taxes; it may generally be viewed as the portion of personal income that is used either to provide funds to capital markets or to invest in real assets such as residences.(https://www.bea.gov/national/pdf/all-chapters.pdf) A Guide to the National Income and Product Accounts of the United States (NIPA).

Suggested Citation: U.S. Bureau of Economic Analysis, Personal Saving Rate [PSAVERT], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/PSAVERT, July 9, 2019.

Take a closer look at the last decade

The relationship between personal savings and unemployment (U-3) can be better visualized with a scatter plot

## `geom_smooth()` using formula 'y ~ x'

## Warning: Removed 195 rows containing non-finite values (stat_smooth).

The fit does not explain most of what is in the plot. Lets take a look at the rolling correlation.

datay1 <- "UNRATE"
ylim1 <- c(2, 12)

datay2 <- "PSAVERT"
ylim2 <- c(0, 35)

dtStart <- as.Date("1jan1985","%d%b%Y")

w <- 360
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

Personal savings to household net worth

A relationship between personal savings and household networth can be seen in a scatter plot. This was suggested by a WSJ article (https://blogs.wsj.com/dailyshot/2018/02/23/the-daily-shot-reasons-for-declining-u-s-household-savings-rate/).

## `geom_smooth()` using formula 'y ~ x'

## Warning: Removed 791 rows containing non-finite values (stat_smooth).

U.S. Census Bureau

U.S. International Trade in Goods and Services (FT900)

U.S. Bureau of Economic Analysis and U.S. Census Bureau, U.S. Imports of Goods by Customs Basis from China [IMPCH], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/IMPCH, October 5, 2019.

New Houses Sold and For Sale by Stage of Construction and Median Number of Months on Sales Market

Read an article suggesting that housing sales and sales growth could be useful. FRED only has new home data so start there.

datay <- "HSN1FNSA"
ylim <- c(0, 200)
dtStart = as.Date('1964-01-01')
p1 <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

datay <- "HNFSUSNSA"
ylim <- c(0, 600)
p2 <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

datay <- "HNFSUSNSA.minus.HSN1FNSA"
ylim <- c(0, 600)
p3 <-
  plotSingle(
    dfRecession,
    df.data,
    "date",
    datay,
    getPlotTitle(df.symbols, datay),
    "Date",
    getPlotYLabel(df.symbols, datay),
    c(dtStart, Sys.Date()),
    ylim,
    TRUE
  )

grid.arrange(p1,
             p2,
             p3,
             ncol = 1,
             top = "New Housing Sales")

New housing yoy

New Privately-Owned Housing Units Authorized in Permit-Issuing Places

As provided by the Census, start occurs when excavation begins for the footings or foundation of a building. All housing units in a multifamily building are defined as being started when this excavation begins. Beginning with data for September 1992, estimates of housing starts include units in structures being totally rebuilt on an existing foundation.

Suggested Citation: U.S. Census Bureau and U.S. Department of Housing and Urban Development, Housing Starts: Total: New Privately Owned Housing Units Started [HOUST], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/HOUST, June 13, 2020.

Take a look at privately owned starts

New Privately-Owned Houses Sold and For Sale

Suggested Citation: U.S. Census Bureau and U.S. Department of Housing and Urban Development, Median Sales Price of Houses Sold for the United States [MSPUS], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/MSPUS, June 13, 2020.

Finally, take a look at starts times the median price

Durable Goods

Suggested Citation: U.S. Census Bureau, Manufacturers’ New Orders: Durable Goods [UMDMNO], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/UMDMNO, April 26, 2021.

Durable goods, not seasonally adjusted, divided by GDP

Durable goods, seasonally adjusted, divided by GDP

Federal reserve board H.8: Assets and Liabilities of Commercial Banks in the United States

Page 4: Not Seasonally adjusted, billions of dollars

Commercial and industrial loans, all commercial banks - Line 10

Data taken from H.8 Assets and Liabilities of Commercial Banks in the United States. Take a look at SA and NSA data series as weekly and month updates. It should all be similar at this scale.

Suggested Citation: Board of Governors of the Federal Reserve System (US), Commercial and Industrial Loans, All Commercial Banks [BUSLOANS], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/BUSLOANS, July 11, 2019.

Taking a look at the difference in SA and NSA series. Seasonal adjustments do vary, but do not seem to be related to recessions.

The raw series is just too steep for any kind of machine learnine. This needs to be converted to log scale.

That’s a little better, let’s see what the smoothed derivative looks like.

That is odd…looks like this doesn’t cross zero unless we are getting close to, or into, a recession. The year over year tells about the same story. Might be a good indication of the end of a recession.

Consumer loans, all commercial banks - Line 20

Suggested Citation: Board of Governors of the Federal Reserve System (US), Consumer Loans, All Commercial Banks [CONSUMERNSA], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/CONSUMERNSA, July 11, 2019.

That spike in consumer loans is due to

“April 9, 2010 (Last revised September 23, 2011): As of the week ending March 31, 2010, domestically chartered banks and foreign-related institutions had consolidated onto their balance sheets the following assets and liabilities of off-balance-sheet vehicles, owing to the adoption of FASB’s Financial Accounting Statements No. 166 (FAS 166),”Accounting for Transfers of Financial Assets," and No. 167 (FAS 167), “Amendments to FASB Interpretation No. 46(R).”

This included a consumer loans, credit cards and other revolving plans change of $321.9B. That was a lot of off-balance-sheet bank assets.

Deposits, All Commercial Banks, all commercial banks - Line 34

Data taken from H.8 Assets and Liabilities of Commercial Banks in the United States. Take a look at SA and NSA data series as weekly and month updates. It should all be similar at this scale.

Suggested Citation: Board of Governors of the Federal Reserve System (US), Deposits, All Commercial Banks [DPSACBW027SBOG], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/DPSACBW027SBOG, May 14, 2020.

Federal reserve board Z.1: Financial Accounts of the United States

From the FRED website (https://fred.stlouisfed.org/release?rid=52):

"The Financial Accounts (formerly known as the Flow of Funds accounts) are a set of financial accounts used to track the sources and uses of funds by sector. They are a component of a system of macroeconomic accounts including the National Income and Product accounts (NIPA) and balance of payments accounts, all of which serve as a comprehensive set of information on the economy’s performance.(1) Some important inferences that can be drawn from the Financial accounts are the financial strength of a given sector, new economic trends, changes in the composition of wealth, and development of new financial instruments over time.(1)

Sectors are compiled into three categories: households, nonfinancial businesses, and banks. The sources of funds for a sector are its internal funds (savings from income after consumption) and external funds (loans from banks and other financial intermediaries). (1) Funds for a given sector are used for its investments in physical and financial assets. Dividing sources and uses of funds into two categories helps the staff of the Federal Reserve System pay particular attention to external sources of funds and financial uses of funds.(2) One example is whether households are borrowing more from banks—or in other words, whether household debt is rising. Another example might be whether banks are using more of their funds to provide loans to consumers. Transactions within a sector are not shown in the accounts; however, transactions between sectors are.(2) Monitoring the external flows of funds provides insights into a sector’s health and the performance of the economy as a whole.

Data for the Financial accounts are compiled from a large number of reports and publications, including regulatory reports such as those submitted by banks, tax filings, and surveys conducted by the Federal Reserve System.(2) The Financial accounts are published quarterly as a set of tables in the Federal Reserve’s Z.1 statistical release.

1. Teplin, Albert M. “The U.S. Flow of Funds Accounts and Their Uses.” Federal Reserve Bulletin, July 2001; http://www.federalreserve.gov/pubs/bulletin/2001/0701lead.pdf.
2. Board of Governors of the Federal Reserve System. “Guide to the Flow of Funds Accounts.” 2000, http://www.federalreserve.gov/apps/fof/."

L.102 Nonfinancial Business

FL102051003.Q: Nonfinancial corporate business; security repurchase agreements; asset

Asset level of nonfinancial business security repo agreements. federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL102051003&t=

L.214 Loans

FL894123005.Q: All sectors; total loans; liability

Sum of domestic financial sectors, all sectors, total mortgages, and households/non-profits. federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL894123005&t=L.107&bc=L.107:FL793068005&suf=Q

FL793068005.Q: Domestic financial sectors; depository institution loans n.e.c.; asset

Sum of Monetary authority; depository institution loans n.e.c.; asset and Private depository institutions; depository institution loans n.e.c.; asset. federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL793068005&t=L.214&suf=Q

FL893169005.Q: All sectors; other loans and advances; liability

Sum of finance, government, and chartered institutions asset levels. https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL893169005&t=L.214&suf=Q

FL893065005.Q: All sectors; total mortgages; asset

https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL893065005&t=L.214&suf=Q

FL893065105.Q: All sectors; home mortgages; asset

https://www.federalreserve.gov/apps/fof/DisplayTable.aspx?t=L.214

FL893065405.Q: All sectors; multifamily residential mortgages; asset

https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL893065405&t=L.214&suf=Q

FL893065505.Q: All sectors; commercial mortgages; asset

https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL893065505&t=L.214&suf=Q

FL893065603.Q: All sectors; farm mortgages; asset

https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL893065603&t=L.214&suf=Q

FL153166000.Q: Households and nonprofit organizations; consumer credit; liability

federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL153166000&t=L.214&suf=Q

B.101 Balance Sheet of Households and Nonprofit Organizations

FL152000005.Q: Households and nonprofit organizations; total assets, Level

string.source ID: FL152000005.Q.

FL152090006.Q: Household Net Worth as Percentage of Disposable Personal Income

string.source ID: FL152090006.Q. Household networth tends to fall as a recession start.

Productivity Yield Curve

GDP versus productivity

Manufacturing output and employees

Not sure if these relates to a recession, but fascinating to see how output and employees change with time.

datay <- "OUTMS"
ylim <- c(60, 120)
dtStart = as.Date('1987-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

datay <- "MANEMP"
ylim <- c(10000, 20000)
dtStart = as.Date('1948-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

datay <- "PRS30006163"
ylim <- c(40, 120)
dtStart = as.Date('1986-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Shipping volumes might be helpful in determining state of the economy.

datay <- "FRGSHPUSM649NCIS"
ylim <- c(0.8, 1.4)
dtStart = as.Date('1999-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

datay <- "FRGSHPUSM649NCIS_YoY"
ylim <- c(-30, 30)
dtStart = as.Date('1999-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Freight, loosely, moves inversely to the trade deficit.

datay <- "BOPGTB_YoY"
ylim <- c(-30, 30)
dtStart = as.Date('1999-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

World bank air transportation. Only updated annually so less usefull, but interesting reference to above.

datay <- "WWDIWLDISAIRGOODMTK1"
ylim <- c(0, 250000)
dtStart = as.Date('1999-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Gross private domestic investment

Spending most certainly tips down prior to a recession. The gross private domestic investment data series, plotted in log format below, show how private investment pulls back prior to recessions.

The change in direction is a little easier to see if the derivative is plotted, first YoY then the smoothed derivative

Velocity

Productivity

Date range to match census data

PMI

Industrial Production

This is a look at manufacturing industrial production. The yoY change should be a leading indicator of unemployment.

Housing

Take a look at housing starts. These can drop as rates rise.

Case-schiller price index

Population data

Many of the economic series can be better understood if normalized by population. Basic population and worker data from FRED.

Population to GDP

Look at GDP divided by CPI per person. It flattens and even dips a little prior to a recession. Might be worth looking at the derivative of this series.

That is worth a closer look

datay1 <- "GDPBYCPIAUCSLBYPOPTHM_SmoothDer"
ylim1 <- c(-5, 5)

datay2 <- "RecInit_Smooth"
ylim2 <- c(0, 1)

dtStart <- as.Date("1jan1960","%d%b%Y")

w <- 30
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

Correlation Study

Detailed correlations are explored above. Before concluding, let’s take a look at some overall correlation values to see if anything pops out.

Commodities

As mentioned above, copper, year over year, has some correlation with the recession initiation. It could be useful.

GDP Series

GDP, normalized first by CPI and then by population, looks like it migh correlate inversely with the recession indicators

Financials

Let’s see where we are so far. The correlation plot confirms some of the speculation above. The S&P 500 (GSPC.Open) is well correlated with industrial production (INDPRO), business loans (BUSLOANS), total loans (TOTLNNSA) , and nonfinancial corporate business debt (NCBDBIQ027S).

In this case, I want and indicator that rises prior to a recession. It looks like the unemployment rate (UNRATE), real personal income (W875RX1), and the yield curve (DGS10TO1) are all inversely correlated with the recession initiation indicator.

I thought the modified recession initiation would be a harder match, but there are quite a few correlated variables. Lets take a look at some of those in more detail

Complete list of symbols

Since it is tedious to do this one at a time, all the symbols were entered into a data frame, loaded, and aggregated together in a single xts object.

This is the complete list of symbol names and sources used in the project.